-17.9%
CLS vs FCEL
+28.7%
-46.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -4.3% |
| 7D | +16.3% | -2.8% | +19.1% | +16.9% |
| 30D | -25.7% | -31.6% | +6.0% | -20.4% |
| 3M | -30.9% | -52.4% | +21.5% | -22.5% |
| 6M | -35.5% | -51.4% | +15.9% | -29.4% |
| YTD | -18.7% | +32.4% | -51.1% | -21.7% |
| 1Y | -17.9% | +37.5% | -55.4% | -23.3% |
| All | -17.9% | +28.7% | -46.6% | -23.3% |
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 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