+42.4%
FCEL vs CLBK
+65.7%
-23.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.4% |
| 7D | -14.9% | +4.6% | -19.5% | -17.0% |
| 30D | -41.7% | -1.5% | -40.2% | -41.2% |
| 3M | -53.2% | +4.4% | -57.5% | -54.2% |
| 6M | -19.0% | +31.7% | -50.7% | -26.7% |
| YTD | +44.2% | +58.7% | -14.5% | +20.1% |
| 1Y | +42.4% | +64.9% | -22.4% | +14.2% |
| All | +42.4% | +65.7% | -23.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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