+280.6%
CME vs FCEL
-99.1%
+379.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | -0.7% |
| 7D | -0.6% | +15.1% | -15.7% | -0.9% |
| 30D | +4.7% | -16.4% | +21.1% | +4.9% |
| 3M | +7.8% | -5.3% | +13.1% | +7.3% |
| 6M | -11.0% | +124.5% | -135.5% | -13.2% |
| YTD | +4.0% | +126.7% | -122.7% | +1.2% |
| 1Y | +9.1% | +219.9% | -210.8% | +5.1% |
| 3Y | +52.3% | -61.6% | +113.9% | +50.5% |
| 5Y | +76.1% | -90.5% | +166.6% | +77.0% |
| 10Y | +280.6% | -99.1% | +379.7% | +266.3% |
| All | +280.6% | -99.1% | +379.7% | +266.3% |
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 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