-23.4%
CLF vs FCEL
-68.7%
+45.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.3% | -2.7% |
| 7D | +10.4% | -2.8% | +13.2% | +10.6% |
| 30D | +0.6% | -31.6% | +32.2% | +4.0% |
| 3M | +4.1% | -52.4% | +56.5% | +10.4% |
| 6M | +15.1% | -51.4% | +66.5% | +16.6% |
| YTD | -4.7% | +32.4% | -37.2% | -16.0% |
| 1Y | +20.4% | +37.5% | -17.1% | +4.8% |
| 3Y | -23.4% | -69.3% | +45.9% | -30.0% |
| All | -23.4% | -68.7% | +45.3% | -30.0% |
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