-7.3%
CMG vs FCEL
-63.4%
+56.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +0.5% |
| 7D | -3.8% | +6.3% | -10.1% | -4.1% |
| 30D | +12.9% | -18.8% | +31.7% | +13.4% |
| 3M | +18.8% | -3.8% | +22.6% | +17.9% |
| 6M | +4.1% | +121.1% | -117.1% | -1.3% |
| YTD | -2.4% | +113.3% | -115.6% | -7.5% |
| 1Y | -6.7% | +173.5% | -180.2% | -12.3% |
| All | -7.3% | -63.4% | +56.1% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling