+7,663.4%
CME vs FCEL
-100.0%
+7,763.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +1.8% |
| 7D | +2.5% | +3.9% | -1.4% | +2.1% |
| 30D | +13.9% | -33.1% | +47.0% | +16.1% |
| 3M | +22.4% | -43.0% | +65.3% | +25.1% |
| 6M | +12.9% | -31.3% | +44.2% | +10.9% |
| YTD | +19.6% | +49.8% | -30.2% | +10.1% |
| 1Y | +17.7% | +48.2% | -30.5% | +7.9% |
| 3Y | +65.3% | -64.6% | +129.9% | +55.2% |
| 5Y | +75.1% | -96.7% | +171.9% | +86.9% |
| 10Y | +305.8% | -99.0% | +404.8% | +270.4% |
| All | +7,663.4% | -100.0% | +7,763.4% | +8,151.6% |
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 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