+3,071.1%
CL vs FCEL
-99.8%
+3,170.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.5% | -13.7% | -2.4% |
| 7D | +1.3% | -11.2% | +12.6% | +1.5% |
| 30D | +11.4% | -45.8% | +57.1% | +12.4% |
| 3M | +4.4% | -51.0% | +55.4% | +5.4% |
| 6M | +10.8% | -22.2% | +33.0% | +9.9% |
| YTD | +25.1% | +36.3% | -11.1% | +22.1% |
| 1Y | +28.0% | +29.0% | -1.1% | +24.8% |
| 3Y | +37.6% | -70.9% | +108.5% | +35.6% |
| 5Y | +39.7% | -96.3% | +136.0% | +42.3% |
| 10Y | +75.8% | -99.1% | +174.9% | +67.8% |
| All | +3,071.1% | -99.8% | +3,170.9% | +2,810.2% |
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