+140.6%
CNP vs FCEL
-99.1%
+239.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | 0.0% |
| 7D | +2.5% | +14.8% | -12.3% | +2.0% |
| 30D | +4.0% | -33.9% | +37.9% | +5.0% |
| 3M | +1.6% | -52.7% | +54.3% | +3.3% |
| 6M | -1.7% | -40.0% | +38.3% | -1.9% |
| YTD | +8.6% | +40.2% | -31.6% | +4.9% |
| 1Y | +5.8% | +32.9% | -27.1% | +2.2% |
| 3Y | +63.0% | -66.8% | +129.8% | +59.6% |
| 5Y | +74.7% | -97.0% | +171.6% | +80.9% |
| All | +140.6% | -99.1% | +239.6% | +132.8% |
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 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