+101.3%
CSCO vs FCEL
-68.0%
+169.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.2% |
| 7D | -4.7% | -8.3% | +3.6% | -4.3% |
| 30D | -17.1% | -43.0% | +25.9% | -14.8% |
| 3M | -19.6% | -48.2% | +28.5% | -17.3% |
| 6M | +2.4% | -25.0% | +27.4% | +2.4% |
| YTD | +29.8% | +40.6% | -10.9% | +26.0% |
| 1Y | +38.7% | +36.0% | +2.7% | +34.5% |
| 3Y | +101.3% | -66.7% | +168.1% | +94.2% |
| All | +101.3% | -68.0% | +169.3% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling