+45.9%
FCX vs FCEL
+38.9%
+7.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.7% | -1.8% |
| 7D | +4.4% | +14.8% | -10.4% | +2.4% |
| 30D | -16.3% | -33.9% | +17.5% | -11.9% |
| 3M | -12.5% | -52.7% | +40.2% | -5.0% |
| 6M | -8.0% | -40.0% | +32.0% | -6.0% |
| YTD | +20.1% | +40.2% | -20.1% | +8.3% |
| 1Y | +45.9% | +32.9% | +13.0% | +29.8% |
| All | +45.9% | +38.9% | +7.0% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling