+427.3%
CSX vs FCEL
-99.1%
+526.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.5% | -14.9% | -3.8% |
| 7D | -5.5% | -11.2% | +5.7% | -5.2% |
| 30D | +4.9% | -45.8% | +50.7% | +6.9% |
| 3M | -2.9% | -51.0% | +48.1% | -1.0% |
| 6M | +8.3% | -22.2% | +30.6% | +6.7% |
| YTD | +36.7% | +36.3% | +0.5% | +30.7% |
| 1Y | +41.5% | +29.0% | +12.5% | +35.2% |
| 3Y | +68.6% | -70.9% | +139.5% | +64.4% |
| 5Y | +48.4% | -96.3% | +144.7% | +52.7% |
| All | +427.3% | -99.1% | +526.4% | +463.1% |
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 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