+67.8%
CSX vs FCEL
-91.9%
+159.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.8% |
| 7D | -3.4% | -15.8% | +12.4% | -2.8% |
| 30D | -3.1% | -29.3% | +26.2% | -1.9% |
| 3M | +7.2% | -30.1% | +37.3% | +7.1% |
| 6M | +16.2% | +74.4% | -58.3% | +9.3% |
| YTD | +37.5% | +104.5% | -67.0% | +27.7% |
| 1Y | +53.2% | +281.4% | -228.1% | +35.6% |
| 3Y | +68.2% | -66.1% | +134.3% | +65.4% |
| All | +67.8% | -91.9% | +159.7% | +75.7% |
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