+43.4%
CL vs FCEL
-97.2%
+140.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.4% | +1.7% |
| 7D | +3.2% | -2.8% | +6.0% | +3.2% |
| 30D | +8.0% | -31.6% | +39.7% | +7.5% |
| 3M | +7.9% | -52.4% | +60.3% | +6.9% |
| 6M | +14.7% | -51.4% | +66.1% | +14.2% |
| YTD | +29.2% | +32.4% | -3.3% | +30.3% |
| 1Y | +29.5% | +37.5% | -8.0% | +30.7% |
| 3Y | +40.7% | -69.3% | +109.9% | +41.5% |
| All | +43.4% | -97.2% | +140.5% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling