+5,675.9%
CSX vs FCEL
-99.9%
+5,775.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.3% | +12.9% | -1.4% |
| 7D | -2.7% | -26.7% | +24.0% | -0.9% |
| 30D | +7.0% | -56.8% | +63.8% | +12.5% |
| 3M | -0.3% | -57.8% | +57.5% | +4.3% |
| 6M | +13.5% | -34.1% | +47.6% | +11.9% |
| YTD | +41.5% | +22.2% | +19.3% | +31.7% |
| 1Y | +45.8% | +5.2% | +40.6% | +36.4% |
| 3Y | +74.4% | -76.2% | +150.6% | +68.7% |
| 5Y | +53.6% | -96.7% | +150.3% | +63.7% |
| 10Y | +465.6% | -99.2% | +564.8% | +411.4% |
| All | +5,675.9% | -99.9% | +5,775.8% | +4,516.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling