-64.8%
CSGP vs FCEL
-91.9%
+27.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.5% |
| 7D | -4.1% | -15.8% | +11.8% | -3.2% |
| 30D | +2.3% | -29.3% | +31.6% | +3.9% |
| 3M | -8.2% | -30.1% | +22.0% | -8.9% |
| 6M | -35.1% | +74.4% | -109.5% | -41.9% |
| YTD | -54.0% | +104.5% | -158.5% | -59.7% |
| 1Y | -65.3% | +281.4% | -346.7% | -72.3% |
| 3Y | -62.6% | -66.1% | +3.5% | -63.4% |
| All | -64.8% | -91.9% | +27.1% | -61.1% |
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