+471.1%
CLF vs FCEL
-99.8%
+570.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.5% |
| 7D | +7.6% | -15.8% | +23.4% | +9.8% |
| 30D | -1.2% | -29.3% | +28.1% | +3.0% |
| 3M | -13.4% | -30.1% | +16.8% | -13.4% |
| 6M | +15.4% | +74.4% | -59.0% | -2.5% |
| YTD | -5.9% | +104.5% | -110.4% | -23.0% |
| 1Y | +18.8% | +281.4% | -262.6% | -13.5% |
| 3Y | -19.4% | -66.1% | +46.7% | -26.5% |
| 5Y | -47.7% | -91.9% | +44.1% | -45.4% |
| 10Y | +130.4% | -99.2% | +229.6% | +110.7% |
| All | +471.1% | -99.8% | +570.9% | +468.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling