+52.8%
CME vs FCEL
-58.3%
+111.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.8% | -19.9% | -0.7% |
| 7D | -2.9% | +4.0% | -6.9% | -2.8% |
| 30D | +5.5% | -13.1% | +18.6% | +5.3% |
| 3M | +11.0% | +14.6% | -3.6% | +11.6% |
| 6M | -9.7% | +133.7% | -143.4% | -8.0% |
| YTD | +4.9% | +143.0% | -138.1% | +7.0% |
| 1Y | +10.1% | +320.9% | -310.8% | +13.6% |
| All | +52.8% | -58.3% | +111.1% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling