+64.6%
CNP vs FCEL
-68.6%
+133.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.6% | -8.3% | +0.3% |
| 7D | -4.3% | +3.0% | -7.4% | -4.3% |
| 30D | +5.7% | -40.0% | +45.7% | +6.0% |
| 3M | +0.9% | -47.0% | +48.0% | +1.1% |
| 6M | -1.1% | -21.0% | +20.0% | -1.5% |
| YTD | +8.3% | +48.0% | -39.8% | +7.0% |
| 1Y | +5.9% | +43.9% | -38.0% | +4.7% |
| 3Y | +64.6% | -67.5% | +132.1% | +68.3% |
| All | +64.6% | -68.6% | +133.3% | +68.3% |
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