+67.3%
CSGP vs FCEL
-98.9%
+166.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.6% | -6.4% | +2.0% |
| 7D | -1.8% | +3.0% | -4.9% | -2.0% |
| 30D | +5.3% | -40.0% | +45.3% | +6.6% |
| 3M | +3.3% | -47.0% | +50.3% | +4.6% |
| 6M | -4.7% | -21.0% | +16.4% | -6.5% |
| YTD | -53.5% | +48.0% | -101.6% | -55.9% |
| 1Y | -53.7% | +43.9% | -97.6% | -56.2% |
| 3Y | -59.7% | -67.5% | +7.8% | -61.1% |
| 5Y | -62.5% | -96.7% | +34.2% | -61.9% |
| 10Y | +67.3% | -99.0% | +166.3% | +92.6% |
| All | +67.3% | -98.9% | +166.2% | +92.6% |
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