-40.2%
CMCSA vs FCEL
-97.2%
+57.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.0% | +1.6% |
| 7D | +3.2% | -2.8% | +6.0% | +3.2% |
| 30D | +19.5% | -31.6% | +51.2% | +20.6% |
| 3M | -2.4% | -52.4% | +50.0% | -0.7% |
| 6M | +3.8% | -51.4% | +55.3% | +3.7% |
| YTD | -5.4% | +32.4% | -37.8% | -11.3% |
| 1Y | +1.1% | +37.5% | -36.4% | -5.7% |
| 3Y | -27.1% | -69.3% | +42.1% | -28.8% |
| All | -40.2% | -97.2% | +57.0% | -36.0% |
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