+60.4%
FCX vs FCEL
+197.5%
-137.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.9% | -0.7% | -5.8% |
| 7D | -1.9% | +6.3% | -8.1% | -2.7% |
| 30D | +3.4% | -18.8% | +22.2% | +5.4% |
| 3M | +15.0% | -3.8% | +18.8% | +11.7% |
| 6M | +14.6% | +121.1% | -106.5% | -2.8% |
| YTD | +41.2% | +113.3% | -72.1% | +19.5% |
| 1Y | +60.4% | +173.5% | -113.1% | +25.3% |
| All | +60.4% | +197.5% | -137.1% | +25.3% |
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