+305.8%
CME vs FCEL
-99.0%
+404.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +2.1% |
| 7D | +2.5% | +3.9% | -1.4% | +2.4% |
| 30D | +13.9% | -33.1% | +47.0% | +14.5% |
| 3M | +22.4% | -43.0% | +65.3% | +23.0% |
| 6M | +12.9% | -31.3% | +44.2% | +12.3% |
| YTD | +19.6% | +49.8% | -30.2% | +16.9% |
| 1Y | +17.7% | +48.2% | -30.5% | +14.8% |
| 3Y | +65.3% | -64.6% | +129.9% | +62.9% |
| 5Y | +75.1% | -96.7% | +171.9% | +80.0% |
| 10Y | +305.8% | -99.0% | +404.8% | +294.0% |
| All | +305.8% | -99.0% | +404.7% | +294.0% |
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 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