+80.1%
CLF vs FCEL
-98.9%
+179.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.6% | -1.7% | +6.2% |
| 7D | -14.1% | +3.0% | -17.1% | -14.3% |
| 30D | -5.5% | -40.0% | +34.4% | -1.1% |
| 3M | 0.0% | -47.0% | +47.0% | +5.0% |
| 6M | +11.3% | -21.0% | +32.3% | +7.9% |
| YTD | -7.7% | +48.0% | -55.7% | -17.5% |
| 1Y | +17.5% | +43.9% | -26.3% | +4.7% |
| 3Y | -25.4% | -67.5% | +42.1% | -29.7% |
| 5Y | -46.0% | -96.7% | +50.7% | -40.2% |
| 10Y | +80.1% | -99.0% | +179.1% | +154.8% |
| All | +80.1% | -98.9% | +179.0% | +154.8% |
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