+5,514.6%
CSX vs FCEL
-99.8%
+5,614.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.7% |
| 7D | -3.4% | -15.8% | +12.4% | -2.4% |
| 30D | -3.1% | -29.3% | +26.2% | -1.2% |
| 3M | +7.2% | -30.1% | +37.3% | +7.2% |
| 6M | +16.2% | +74.4% | -58.3% | +7.2% |
| YTD | +37.5% | +104.5% | -67.0% | +24.8% |
| 1Y | +53.2% | +281.4% | -228.1% | +31.1% |
| 3Y | +68.2% | -66.1% | +134.3% | +59.9% |
| 5Y | +65.2% | -91.9% | +157.1% | +66.0% |
| 10Y | +504.1% | -99.2% | +603.4% | +460.2% |
| All | +5,514.6% | -99.8% | +5,614.3% | +4,275.5% |
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 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