+6.0%
CMCSA vs FCEL
-99.2%
+105.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +2.5% |
| 7D | -5.6% | +6.3% | -11.8% | -5.7% |
| 30D | -1.9% | -18.8% | +16.9% | -1.5% |
| 3M | +6.4% | -3.8% | +10.3% | +5.5% |
| 6M | -16.9% | +121.1% | -138.1% | -20.3% |
| YTD | -6.8% | +113.3% | -120.1% | -10.7% |
| 1Y | -15.9% | +173.5% | -189.4% | -20.5% |
| 3Y | -33.4% | -63.9% | +30.5% | -34.9% |
| 5Y | -46.7% | -90.7% | +44.0% | -46.8% |
| All | +6.0% | -99.2% | +105.1% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling