+13,886.6%
CMI vs FCEL
-99.7%
+13,986.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.8% | -18.7% | -1.6% |
| 7D | +1.9% | +4.0% | -2.1% | +1.2% |
| 30D | -12.5% | -13.1% | +0.6% | -11.8% |
| 3M | -16.2% | +14.6% | -30.8% | -19.4% |
| 6M | +4.9% | +133.7% | -128.8% | -8.3% |
| YTD | +11.1% | +143.0% | -131.8% | -3.7% |
| 1Y | +43.4% | +320.9% | -277.5% | +15.6% |
| 3Y | +154.1% | -58.9% | +213.0% | +135.0% |
| 5Y | +169.5% | -89.7% | +259.1% | +167.6% |
| 10Y | +503.8% | -99.1% | +602.9% | +438.4% |
| All | +13,886.6% | -99.7% | +13,986.3% | +12,085.8% |
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