+43.1%
CSCO vs FCEL
+47.0%
-3.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.5% | -3.9% | +2.1% |
| 7D | -2.8% | +3.9% | -6.6% | -3.2% |
| 30D | -12.6% | -33.1% | +20.5% | -10.0% |
| 3M | -16.0% | -43.0% | +27.0% | -12.9% |
| 6M | +2.8% | -31.3% | +34.2% | +2.9% |
| YTD | +33.2% | +49.8% | -16.6% | +25.5% |
| 1Y | +43.1% | +48.2% | -5.1% | +34.5% |
| All | +43.1% | +47.0% | -3.9% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling