+102.7%
FCX vs FCEL
-59.7%
+162.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +18.8% | -13.4% | +3.1% |
| 7D | +5.7% | +4.0% | +1.7% | +4.9% |
| 30D | +10.1% | -13.1% | +23.1% | +11.2% |
| 3M | +20.2% | +14.6% | +5.6% | +14.5% |
| 6M | +29.7% | +133.7% | -104.0% | +10.5% |
| YTD | +51.9% | +143.0% | -91.0% | +27.9% |
| 1Y | +66.0% | +320.9% | -254.9% | +28.1% |
| 3Y | +102.7% | -58.9% | +161.6% | +89.2% |
| All | +102.7% | -59.7% | +162.5% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling