+48.2%
CSX vs FCEL
-96.5%
+144.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | -2.9% | -51.0% | +48.1% | -0.7% |
| 6M | +8.3% | -22.2% | +30.6% | +5.7% |
| YTD | +36.7% | +36.3% | +0.5% | +27.6% |
| 1Y | +41.5% | +29.0% | +12.5% | +31.9% |
| 3Y | +68.6% | -70.9% | +139.5% | +65.0% |
| All | +48.2% | -96.5% | +144.7% | +61.3% |
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