+829.1%
FCX vs FCEL
-99.8%
+929.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.7% | -1.9% |
| 7D | +4.4% | +14.8% | -10.4% | +2.6% |
| 30D | -16.3% | -33.9% | +17.5% | -12.2% |
| 3M | -12.5% | -52.7% | +40.2% | -5.2% |
| 6M | -8.0% | -40.0% | +32.0% | -7.1% |
| YTD | +20.1% | +40.2% | -20.1% | +6.3% |
| 1Y | +45.9% | +32.9% | +13.0% | +28.9% |
| 3Y | +86.2% | -66.8% | +153.1% | +74.8% |
| 5Y | +57.1% | -97.0% | +154.1% | +86.8% |
| 10Y | +382.5% | -99.1% | +481.6% | +344.0% |
| All | +829.1% | -99.8% | +929.0% | +932.8% |
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 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