+1,770.4%
CLS vs FCEL
-99.0%
+1,869.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.8% |
| 7D | -13.9% | -8.3% | -5.6% | -13.3% |
| 30D | -38.2% | -43.0% | +4.8% | -35.5% |
| 3M | -28.8% | -48.2% | +19.3% | -25.5% |
| 6M | -40.4% | -25.0% | -15.4% | -40.2% |
| YTD | -24.3% | +40.6% | -64.9% | -27.7% |
| 1Y | -35.0% | +36.0% | -71.0% | -38.1% |
| 3Y | +778.7% | -66.7% | +845.4% | +762.4% |
| 5Y | +1,884.8% | -96.7% | +1,981.5% | +2,045.1% |
| All | +1,770.4% | -99.0% | +1,869.5% | +1,955.7% |
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 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