+116.3%
CLF vs FCEL
-99.0%
+215.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.8% | -20.5% | -3.4% |
| 7D | +6.5% | +4.0% | +2.5% | +5.7% |
| 30D | +0.2% | -13.1% | +13.3% | +0.9% |
| 3M | -3.1% | +14.6% | -17.7% | -7.6% |
| 6M | +25.0% | +133.7% | -108.7% | +8.2% |
| YTD | -7.5% | +143.0% | -150.4% | -20.6% |
| 1Y | +11.5% | +320.9% | -309.3% | -10.8% |
| 3Y | -13.7% | -58.9% | +45.2% | -20.2% |
| 5Y | -47.0% | -89.7% | +42.7% | -46.7% |
| 10Y | +116.3% | -99.1% | +215.4% | +175.2% |
| All | +116.3% | -99.0% | +215.3% | +175.2% |
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 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