+335.7%
CSCO vs FCEL
-99.1%
+434.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.5% |
| 7D | +6.6% | +14.8% | -8.2% | +5.9% |
| 30D | -11.3% | -33.9% | +22.5% | -10.1% |
| 3M | -17.3% | -52.7% | +35.4% | -15.3% |
| 6M | +3.5% | -40.0% | +43.5% | +3.9% |
| YTD | +34.9% | +40.2% | -5.3% | +30.7% |
| 1Y | +40.5% | +32.9% | +7.5% | +36.0% |
| 3Y | +109.3% | -66.8% | +176.1% | +105.2% |
| 5Y | +105.9% | -97.0% | +202.8% | +113.2% |
| All | +335.7% | -99.1% | +434.8% | +369.3% |
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 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