+54.0%
CL vs FCEL
-99.2%
+153.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -2.2% | -15.8% | +13.6% | -2.1% |
| 30D | -4.8% | -29.3% | +24.4% | -4.8% |
| 3M | +4.9% | -30.1% | +35.1% | +4.9% |
| 6M | -5.7% | +74.4% | -80.2% | -6.3% |
| YTD | +14.4% | +104.5% | -90.1% | +13.5% |
| 1Y | +8.7% | +281.4% | -272.6% | +7.2% |
| 3Y | +30.0% | -66.1% | +96.1% | +29.7% |
| 5Y | +28.4% | -91.9% | +120.2% | +28.9% |
| All | +54.0% | -99.2% | +153.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling