+7,384.4%
CME vs FCEL
-100.0%
+7,484.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.6% | -9.1% | -0.9% |
| 7D | -0.6% | +3.0% | -3.6% | -0.9% |
| 30D | +8.5% | -40.0% | +48.5% | +11.3% |
| 3M | +16.0% | -47.0% | +63.1% | +19.1% |
| 6M | +9.3% | -21.0% | +30.4% | +6.4% |
| YTD | +15.3% | +48.0% | -32.7% | +6.3% |
| 1Y | +14.4% | +43.9% | -29.5% | +5.1% |
| 3Y | +59.9% | -67.5% | +127.4% | +51.0% |
| 5Y | +69.4% | -96.7% | +166.1% | +80.5% |
| 10Y | +299.5% | -99.0% | +398.5% | +263.8% |
| All | +7,384.4% | -100.0% | +7,484.4% | +7,861.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling