+20.2%
CLF vs FCEL
+32.6%
-12.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.0% | -3.2% | -8.8% |
| 7D | -7.9% | -14.9% | +7.0% | -7.0% |
| 30D | +5.2% | -41.7% | +46.9% | +8.6% |
| 3M | +4.3% | -53.2% | +57.5% | +8.6% |
| 6M | +25.3% | -19.0% | +44.3% | +19.6% |
| YTD | -3.3% | +44.2% | -47.5% | -14.7% |
| 1Y | +20.2% | +42.4% | -22.2% | +5.4% |
| All | +20.2% | +32.6% | -12.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling