+110.3%
JCI vs FCEL
-90.4%
+200.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.5% |
| 7D | +4.1% | +15.1% | -11.0% | +2.9% |
| 30D | -3.8% | -16.4% | +12.6% | -3.0% |
| 3M | -1.6% | -5.3% | +3.6% | -3.2% |
| 6M | +9.5% | +124.5% | -115.0% | -1.3% |
| YTD | +21.7% | +126.7% | -104.9% | +8.7% |
| 1Y | +37.1% | +219.9% | -182.7% | +17.3% |
| 3Y | +165.2% | -61.6% | +226.8% | +157.5% |
| 5Y | +110.3% | -90.5% | +200.8% | +119.1% |
| All | +110.3% | -90.4% | +200.7% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling