-48.2%
CMCSA vs FCEL
-90.4%
+42.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.7% | +0.1% | -6.4% |
| 7D | -8.3% | +15.1% | -23.3% | -8.7% |
| 30D | -2.4% | -16.4% | +14.0% | -2.1% |
| 3M | +4.5% | -5.3% | +9.8% | +3.3% |
| 6M | -18.8% | +124.5% | -143.3% | -23.5% |
| YTD | -8.9% | +126.7% | -135.6% | -14.7% |
| 1Y | -18.3% | +219.9% | -238.2% | -25.4% |
| 3Y | -35.0% | -61.6% | +26.7% | -35.8% |
| 5Y | -48.2% | -90.5% | +42.4% | -44.3% |
| All | -48.2% | -90.4% | +42.2% | -44.3% |
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 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