+4,100.0%
CMG vs FCEL
-100.0%
+4,200.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.8% | -1.2% |
| 7D | -1.5% | +4.0% | -5.4% | -1.9% |
| 30D | +12.7% | -13.1% | +25.8% | +13.3% |
| 3M | +26.3% | +14.6% | +11.7% | +22.8% |
| 6M | +4.5% | +133.7% | -129.2% | -5.3% |
| YTD | -0.1% | +143.0% | -143.1% | -10.1% |
| 1Y | -6.8% | +320.9% | -327.6% | -20.2% |
| 3Y | -5.0% | -58.9% | +53.9% | -10.6% |
| 5Y | -3.0% | -89.7% | +86.6% | -3.1% |
| 10Y | +323.6% | -99.1% | +422.6% | +334.6% |
| All | +4,100.0% | -100.0% | +4,200.0% | +4,149.3% |
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