-17.5%
CLF vs FCEL
-65.9%
+48.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | +7.6% | -15.8% | +23.4% | +9.1% |
| 30D | -1.2% | -29.3% | +28.1% | +1.7% |
| 3M | -13.4% | -30.1% | +16.8% | -13.6% |
| 6M | +15.4% | +74.4% | -59.0% | +0.5% |
| YTD | -5.9% | +104.5% | -110.4% | -20.1% |
| 1Y | +18.8% | +281.4% | -262.6% | -7.3% |
| All | -17.5% | -65.9% | +48.3% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling