+5,556.5%
CNQ vs FCEL
-100.0%
+5,656.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | +0.1% | +6.3% | -6.2% | -0.6% |
| 30D | +6.2% | -26.7% | +32.9% | +8.6% |
| 3M | +12.4% | -10.2% | +22.5% | +9.9% |
| 6M | +9.0% | +123.5% | -114.5% | -4.9% |
| YTD | +52.2% | +117.4% | -65.2% | +32.1% |
| 1Y | +65.0% | +146.0% | -80.9% | +38.8% |
| 3Y | +78.8% | -61.9% | +140.7% | +64.6% |
| 5Y | +286.0% | -90.5% | +376.5% | +282.7% |
| 10Y | +420.7% | -99.1% | +519.9% | +392.0% |
| All | +5,556.5% | -100.0% | +5,656.5% | +7,232.9% |
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