+1,015.5%
FCX vs FCEL
-99.7%
+1,115.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -4.9% | -15.8% | +11.0% | -3.0% |
| 30D | +4.8% | -29.3% | +34.1% | +8.8% |
| 3M | +4.6% | -30.1% | +34.8% | +5.7% |
| 6M | +10.8% | +74.4% | -63.6% | -3.0% |
| YTD | +44.2% | +104.5% | -60.3% | +22.8% |
| 1Y | +59.6% | +281.4% | -221.8% | +22.3% |
| 3Y | +82.2% | -66.1% | +148.3% | +71.0% |
| 5Y | +115.6% | -91.9% | +207.5% | +127.3% |
| 10Y | +670.6% | -99.2% | +769.8% | +634.9% |
| All | +1,015.5% | -99.7% | +1,115.2% | +1,093.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling