-63.2%
CSGP vs FCEL
-96.5%
+33.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +11.5% | -16.2% | -5.2% |
| 7D | +1.3% | -11.2% | +12.5% | +1.7% |
| 30D | +10.7% | -45.8% | +56.5% | +13.6% |
| 3M | +3.3% | -51.0% | +54.3% | +5.9% |
| 6M | -10.3% | -22.2% | +11.9% | -15.0% |
| YTD | -54.6% | +36.3% | -90.8% | -60.0% |
| 1Y | -54.6% | +29.0% | -83.7% | -60.2% |
| 3Y | -60.3% | -70.9% | +10.5% | -61.9% |
| All | -63.2% | -96.5% | +33.3% | -52.3% |
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