+72.0%
CNP vs FCEL
-90.2%
+162.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +18.8% | -17.7% | +0.8% |
| 7D | +1.6% | +4.0% | -2.3% | +1.5% |
| 30D | -0.8% | -13.1% | +12.3% | -0.7% |
| 3M | -3.6% | +14.6% | -18.1% | -4.5% |
| 6M | -6.9% | +133.7% | -140.6% | -9.8% |
| YTD | +6.4% | +143.0% | -136.5% | +2.9% |
| 1Y | +9.9% | +320.9% | -310.9% | +4.1% |
| 3Y | +53.1% | -58.9% | +112.0% | +53.4% |
| 5Y | +72.0% | -89.7% | +161.6% | +79.4% |
| All | +72.0% | -90.2% | +162.1% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling