+10.9%
CMG vs FCEL
+32.6%
-21.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.0% | +11.8% | +6.0% |
| 7D | +22.5% | -14.9% | +37.4% | +23.0% |
| 30D | +14.1% | -41.7% | +55.8% | +15.6% |
| 3M | +4.1% | -53.2% | +57.2% | +5.9% |
| 6M | +10.1% | -19.0% | +29.1% | +7.7% |
| YTD | -4.9% | +44.2% | -49.1% | -12.9% |
| 1Y | +10.9% | +42.4% | -31.5% | 0.0% |
| All | +10.9% | +32.6% | -21.7% | 0.0% |
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