+377.3%
CSCO vs FCEL
-99.1%
+476.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.5% |
| 7D | 0.0% | +15.1% | -15.1% | -0.6% |
| 30D | -10.7% | -16.4% | +5.7% | -10.3% |
| 3M | -8.7% | -5.3% | -3.5% | -9.5% |
| 6M | +44.9% | +124.5% | -79.6% | +38.6% |
| YTD | +44.1% | +126.7% | -82.5% | +37.4% |
| 1Y | +65.9% | +219.9% | -154.0% | +55.3% |
| 3Y | +109.0% | -61.6% | +170.7% | +103.6% |
| 5Y | +114.8% | -90.5% | +205.3% | +114.4% |
| 10Y | +377.3% | -99.1% | +476.5% | +401.9% |
| All | +377.3% | -99.1% | +476.5% | +401.9% |
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 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