+36.7%
CLS vs FCEL
+289.9%
-253.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +2.0% |
| 7D | +20.1% | +15.1% | +5.0% | +17.8% |
| 30D | +6.0% | -16.4% | +22.5% | +7.9% |
| 3M | -10.3% | -5.3% | -5.0% | -10.7% |
| 6M | +24.5% | +124.5% | -100.0% | +12.4% |
| YTD | +12.9% | +126.7% | -113.8% | +2.3% |
| 1Y | +36.7% | +219.9% | -183.2% | +28.1% |
| All | +36.7% | +289.9% | -253.2% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling