+503.2%
CMI vs FCEL
-99.1%
+602.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | -0.7% | +6.3% | -7.0% | -1.1% |
| 30D | -12.4% | -26.7% | +14.3% | -11.3% |
| 3M | -14.8% | -10.2% | -4.6% | -15.3% |
| 6M | +0.8% | +123.5% | -122.7% | -5.2% |
| YTD | +10.2% | +117.4% | -107.2% | +3.5% |
| 1Y | +37.4% | +146.0% | -108.5% | +27.4% |
| 3Y | +153.3% | -61.9% | +215.2% | +144.6% |
| 5Y | +167.6% | -90.5% | +258.1% | +166.4% |
| All | +503.2% | -99.1% | +602.3% | +569.1% |
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