+62.6%
CSGP vs FCEL
-99.0%
+161.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.4% |
| 7D | -7.1% | +3.9% | -11.0% | -7.3% |
| 30D | +3.6% | -33.1% | +36.7% | +4.6% |
| 3M | -2.7% | -43.0% | +40.2% | -1.8% |
| 6M | -8.1% | -31.3% | +23.2% | -9.3% |
| YTD | -55.0% | +49.8% | -104.8% | -57.3% |
| 1Y | -55.8% | +48.2% | -103.9% | -58.2% |
| 3Y | -62.0% | -64.6% | +2.6% | -63.4% |
| 5Y | -62.9% | -96.7% | +33.8% | -62.3% |
| 10Y | +62.6% | -99.0% | +161.6% | +86.2% |
| All | +62.6% | -99.0% | +161.6% | +86.2% |
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 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