+330.5%
CSCO vs FCEL
-99.0%
+429.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.5% | -3.9% | +2.4% |
| 7D | -2.8% | +3.9% | -6.6% | -2.9% |
| 30D | -12.6% | -33.1% | +20.5% | -11.4% |
| 3M | -16.0% | -43.0% | +27.0% | -14.6% |
| 6M | +2.8% | -31.3% | +34.2% | +2.7% |
| YTD | +33.2% | +49.8% | -16.6% | +28.7% |
| 1Y | +43.1% | +48.2% | -5.1% | +38.0% |
| 3Y | +106.7% | -64.6% | +171.3% | +102.2% |
| 5Y | +103.6% | -96.7% | +200.3% | +110.3% |
| 10Y | +330.5% | -99.0% | +429.5% | +360.3% |
| All | +330.5% | -99.0% | +429.5% | +360.3% |
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