-61.5%
CSGP vs FCEL
-96.7%
+35.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -15.3% | +13.6% | -0.9% |
| 7D | +13.9% | -26.7% | +40.6% | +15.4% |
| 30D | +16.0% | -56.8% | +72.8% | +20.4% |
| 3M | +6.1% | -57.8% | +63.8% | +9.6% |
| 6M | -8.2% | -34.1% | +25.9% | -12.0% |
| YTD | -52.3% | +22.2% | -74.5% | -57.8% |
| 1Y | -54.5% | +5.2% | -59.7% | -59.4% |
| 3Y | -58.6% | -76.2% | +17.6% | -59.4% |
| 5Y | -61.5% | -96.7% | +35.2% | -54.3% |
| All | -61.5% | -96.7% | +35.2% | -54.3% |
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