+58.3%
CSX vs FCEL
-97.2%
+155.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.4% |
| 7D | +6.0% | -2.8% | +8.8% | +6.0% |
| 30D | +7.8% | -31.6% | +39.4% | +9.2% |
| 3M | +4.1% | -52.4% | +56.5% | +6.6% |
| 6M | +17.9% | -51.4% | +69.3% | +18.1% |
| YTD | +44.9% | +32.4% | +12.5% | +35.2% |
| 1Y | +51.1% | +37.5% | +13.6% | +40.3% |
| 3Y | +78.3% | -69.3% | +147.5% | +73.2% |
| All | +58.3% | -97.2% | +155.4% | +77.3% |
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