+322.0%
CMG vs FCEL
-99.1%
+421.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -2.1% | +6.3% | -8.3% | -2.4% |
| 30D | +10.9% | -26.7% | +37.6% | +12.0% |
| 3M | +15.8% | -10.2% | +26.0% | +15.0% |
| 6M | +6.9% | +123.5% | -116.5% | +0.7% |
| YTD | -2.2% | +117.4% | -119.5% | -8.1% |
| 1Y | -7.1% | +146.0% | -153.1% | -13.7% |
| 3Y | -7.1% | -61.9% | +54.8% | -10.3% |
| 5Y | -4.8% | -90.5% | +85.7% | -4.6% |
| All | +322.0% | -99.1% | +421.2% | +366.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling