+3,542.1%
CLS vs FCEL
-90.2%
+3,632.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +18.8% | -13.2% | +3.4% |
| 7D | +12.8% | +4.0% | +8.8% | +12.0% |
| 30D | +3.8% | -13.1% | +16.9% | +5.2% |
| 3M | -14.6% | +14.6% | -29.2% | -17.8% |
| 6M | +32.2% | +133.7% | -101.4% | +14.5% |
| YTD | +11.6% | +143.0% | -131.3% | -4.4% |
| 1Y | +35.1% | +320.9% | -285.8% | +5.3% |
| 3Y | +1,312.5% | -58.9% | +1,371.4% | +1,260.0% |
| 5Y | +3,542.1% | -89.7% | +3,631.7% | +3,735.5% |
| All | +3,542.1% | -90.2% | +3,632.2% | +3,735.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling