+139.9%
CNP vs FCEL
-99.1%
+239.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.7% |
| 7D | +0.7% | +15.1% | -14.4% | +0.2% |
| 30D | -0.1% | -16.4% | +16.4% | +0.3% |
| 3M | -5.6% | -5.3% | -0.4% | -6.3% |
| 6M | -7.5% | +124.5% | -132.0% | -11.2% |
| YTD | +5.5% | +126.7% | -121.2% | +0.9% |
| 1Y | +8.3% | +219.9% | -211.5% | +1.9% |
| 3Y | +51.8% | -61.6% | +113.4% | +48.5% |
| 5Y | +69.9% | -90.5% | +160.4% | +70.0% |
| 10Y | +139.9% | -99.1% | +239.1% | +127.2% |
| All | +139.9% | -99.1% | +239.1% | +127.2% |
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