-15.6%
CMCSA vs FCEL
+180.7%
-196.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -4.9% | +6.3% | -11.2% | -4.8% |
| 30D | -1.1% | -26.7% | +25.6% | -1.1% |
| 3M | +6.6% | -10.2% | +16.7% | +6.1% |
| 6M | -15.5% | +123.5% | -139.0% | -17.9% |
| YTD | -6.7% | +117.4% | -124.0% | -9.9% |
| 1Y | -15.6% | +146.0% | -161.6% | -19.3% |
| All | -15.6% | +180.7% | -196.3% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling