+58.1%
CSX vs FCEL
-96.5%
+154.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +1.3% |
| 7D | -0.3% | +3.9% | -4.2% | -0.5% |
| 30D | +8.7% | -33.1% | +41.8% | +10.2% |
| 3M | +4.2% | -43.0% | +47.2% | +5.9% |
| 6M | +16.7% | -31.3% | +48.0% | +14.8% |
| YTD | +44.5% | +49.8% | -5.3% | +34.2% |
| 1Y | +50.3% | +48.2% | +2.1% | +39.2% |
| 3Y | +76.3% | -64.6% | +140.9% | +70.1% |
| 5Y | +58.1% | -96.7% | +154.9% | +77.5% |
| All | +58.1% | -96.5% | +154.6% | +77.5% |
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