+6,781.2%
CME vs FCEL
-100.0%
+6,881.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -1.6% | -15.8% | +14.2% | -0.6% |
| 30D | +6.2% | -29.3% | +35.5% | +8.1% |
| 3M | +10.4% | -30.1% | +40.6% | +10.3% |
| 6M | -9.5% | +74.4% | -84.0% | -16.2% |
| YTD | +6.0% | +104.5% | -98.5% | -3.3% |
| 1Y | +9.3% | +281.4% | -272.1% | -6.0% |
| 3Y | +57.7% | -66.1% | +123.8% | +49.8% |
| 5Y | +77.7% | -91.9% | +169.5% | +77.7% |
| 10Y | +281.2% | -99.2% | +380.4% | +269.1% |
| All | +6,781.2% | -100.0% | +6,881.1% | +7,145.1% |
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 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