+1,838.4%
CLS vs FCEL
-96.7%
+1,935.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.6% | -0.8% | +6.7% |
| 7D | -10.6% | +3.0% | -13.6% | -10.8% |
| 30D | -38.4% | -40.0% | +1.5% | -34.1% |
| 3M | -29.9% | -47.0% | +17.2% | -24.4% |
| 6M | -40.6% | -21.0% | -19.6% | -40.7% |
| YTD | -24.6% | +48.0% | -72.6% | -31.2% |
| 1Y | -30.8% | +43.9% | -74.7% | -37.2% |
| 3Y | +811.7% | -67.5% | +879.2% | +805.8% |
| 5Y | +1,838.4% | -96.7% | +1,935.1% | +2,584.0% |
| All | +1,838.4% | -96.7% | +1,935.1% | +2,584.0% |
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