+281.4%
FCEL vs CFG
+40.4%
+241.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -15.8% | +1.5% | -17.4% | -17.1% |
| 30D | -29.3% | -3.8% | -25.4% | -26.7% |
| 3M | -30.1% | +11.5% | -41.6% | -37.4% |
| 6M | +74.4% | +19.2% | +55.3% | +43.3% |
| YTD | +104.5% | +23.7% | +80.8% | +58.8% |
| 1Y | +281.4% | +38.8% | +242.5% | +159.6% |
| All | +281.4% | +40.4% | +241.0% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling