+65.2%
CSGP vs FCEL
-99.1%
+164.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +11.5% | -16.2% | -5.0% |
| 7D | +1.3% | -11.3% | +12.5% | +1.5% |
| 30D | +10.7% | -45.8% | +56.5% | +12.4% |
| 3M | +3.3% | -51.0% | +54.3% | +4.8% |
| 6M | -10.3% | -22.3% | +12.0% | -12.1% |
| YTD | -54.6% | +36.2% | -90.7% | -56.8% |
| 1Y | -54.6% | +29.0% | -83.6% | -56.9% |
| 3Y | -60.3% | -70.9% | +10.6% | -61.5% |
| 5Y | -63.3% | -96.3% | +33.0% | -62.8% |
| All | +65.2% | -99.1% | +164.3% | +89.8% |
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