+60.0%
CSGP vs FCEL
-99.1%
+159.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.4% | +3.0% |
| 7D | +1.3% | -2.8% | +4.2% | +1.4% |
| 30D | +2.8% | -31.6% | +34.5% | +3.7% |
| 3M | -6.3% | -52.4% | +46.1% | -4.9% |
| 6M | -3.2% | -51.4% | +48.2% | -3.3% |
| YTD | -54.0% | +32.4% | -86.4% | -56.2% |
| 1Y | -54.8% | +37.5% | -92.3% | -57.2% |
| 3Y | -60.6% | -69.3% | +8.7% | -61.8% |
| 5Y | -62.6% | -97.1% | +34.5% | -61.9% |
| All | +60.0% | -99.1% | +159.2% | +82.7% |
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