+150.2%
CMI vs FCEL
-63.4%
+213.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.1% | -0.4% |
| 7D | +0.8% | +6.3% | -5.4% | +0.3% |
| 30D | -12.8% | -18.8% | +6.0% | -11.8% |
| 3M | -12.4% | -3.8% | -8.6% | -13.6% |
| 6M | -0.9% | +121.1% | -122.0% | -10.2% |
| YTD | +8.9% | +113.3% | -104.4% | -1.5% |
| 1Y | +37.7% | +173.5% | -135.8% | +20.9% |
| All | +150.2% | -63.4% | +213.6% | +143.0% |
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 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