+17.7%
CME vs FCEL
+47.0%
-29.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +2.4% |
| 7D | +2.5% | +3.9% | -1.4% | +2.6% |
| 30D | +13.9% | -33.1% | +47.0% | +13.1% |
| 3M | +22.4% | -43.0% | +65.3% | +21.3% |
| 6M | +12.9% | -31.3% | +44.2% | +11.7% |
| YTD | +19.6% | +49.8% | -30.2% | +18.7% |
| 1Y | +17.7% | +48.2% | -30.5% | +16.5% |
| All | +17.7% | +47.0% | -29.3% | +16.5% |
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