+114.0%
CSCO vs FCEL
-90.2%
+204.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.8% | -1.0% |
| 7D | -0.5% | +4.0% | -4.5% | -0.9% |
| 30D | -10.1% | -13.1% | +3.0% | -9.6% |
| 3M | -11.7% | +14.6% | -26.3% | -13.7% |
| 6M | +40.1% | +133.7% | -93.6% | +31.0% |
| YTD | +43.8% | +143.0% | -99.2% | +33.6% |
| 1Y | +66.6% | +320.9% | -254.2% | +49.0% |
| 3Y | +108.5% | -58.9% | +167.4% | +102.4% |
| 5Y | +114.0% | -89.7% | +203.6% | +116.0% |
| All | +114.0% | -90.2% | +204.1% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling