+16.5%
CME vs FCEL
+28.7%
-12.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +0.6% |
| 7D | +3.9% | -2.8% | +6.8% | +3.9% |
| 30D | +11.3% | -31.6% | +43.0% | +10.5% |
| 3M | +19.6% | -52.4% | +72.0% | +18.1% |
| 6M | +8.1% | -51.4% | +59.5% | +6.8% |
| YTD | +20.4% | +32.4% | -12.0% | +18.6% |
| 1Y | +16.5% | +37.5% | -21.0% | +13.6% |
| All | +16.5% | +28.7% | -12.2% | +13.6% |
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