+2,288.2%
CLS vs FCEL
-99.9%
+2,388.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +1.1% |
| 7D | -13.9% | -8.3% | -5.6% | -12.9% |
| 30D | -38.2% | -43.0% | +4.8% | -33.6% |
| 3M | -28.8% | -48.2% | +19.3% | -23.2% |
| 6M | -40.4% | -25.0% | -15.4% | -40.7% |
| YTD | -24.3% | +40.6% | -64.9% | -31.6% |
| 1Y | -35.0% | +36.0% | -71.0% | -41.6% |
| 3Y | +778.7% | -66.7% | +845.4% | +732.7% |
| 5Y | +1,884.8% | -96.7% | +1,981.5% | +2,236.4% |
| 10Y | +1,761.1% | -99.0% | +1,860.1% | +1,538.5% |
| All | +2,288.2% | -99.9% | +2,388.1% | +1,965.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling