+2,277.8%
CLS vs FCEL
-99.9%
+2,377.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.6% | -0.8% | +6.8% |
| 7D | -10.6% | +3.0% | -13.6% | -10.8% |
| 30D | -38.4% | -40.0% | +1.5% | -34.3% |
| 3M | -29.9% | -47.0% | +17.2% | -24.5% |
| 6M | -40.6% | -21.0% | -19.6% | -41.4% |
| YTD | -24.6% | +48.0% | -72.6% | -32.3% |
| 1Y | -30.8% | +43.9% | -74.7% | -38.2% |
| 3Y | +811.7% | -67.5% | +879.2% | +766.0% |
| 5Y | +1,838.4% | -96.7% | +1,935.1% | +2,183.0% |
| 10Y | +1,751.5% | -99.0% | +1,850.5% | +1,530.4% |
| All | +2,277.8% | -99.9% | +2,377.7% | +1,943.5% |
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 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