+173.5%
FCEL vs CFG
+37.9%
+135.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.2% |
| 7D | +6.3% | -1.7% | +8.0% | +7.6% |
| 30D | -18.8% | -4.6% | -14.2% | -15.4% |
| 3M | -3.8% | +7.9% | -11.7% | -11.8% |
| 6M | +121.1% | +19.9% | +101.3% | +78.0% |
| YTD | +113.3% | +21.7% | +91.6% | +65.9% |
| 1Y | +173.5% | +38.4% | +135.1% | +76.4% |
| All | +173.5% | +37.9% | +135.6% | +76.4% |
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