+2,798.7%
CL vs FCEL
-99.8%
+2,898.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -2.2% | -15.8% | +13.6% | -1.9% |
| 30D | -4.8% | -29.3% | +24.4% | -4.3% |
| 3M | +4.9% | -30.1% | +35.1% | +4.9% |
| 6M | -5.7% | +74.4% | -80.2% | -8.0% |
| YTD | +14.4% | +104.5% | -90.1% | +11.1% |
| 1Y | +8.7% | +281.4% | -272.6% | +3.6% |
| 3Y | +30.0% | -66.1% | +96.1% | +28.0% |
| 5Y | +28.4% | -91.9% | +120.2% | +28.5% |
| 10Y | +50.1% | -99.2% | +149.3% | +45.3% |
| All | +2,798.7% | -99.8% | +2,898.5% | +2,547.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling