+416.4%
CSX vs FCEL
-99.0%
+515.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +1.4% |
| 7D | -0.3% | +3.9% | -4.2% | -0.5% |
| 30D | +8.7% | -33.1% | +41.8% | +10.0% |
| 3M | +4.2% | -43.0% | +47.2% | +5.6% |
| 6M | +16.7% | -31.3% | +48.0% | +15.6% |
| YTD | +44.5% | +49.8% | -5.3% | +37.6% |
| 1Y | +50.3% | +48.2% | +2.1% | +42.9% |
| 3Y | +76.3% | -64.6% | +140.9% | +70.6% |
| 5Y | +58.1% | -96.7% | +154.9% | +63.4% |
| 10Y | +416.4% | -99.0% | +515.4% | +450.4% |
| All | +416.4% | -99.0% | +515.4% | +450.4% |
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