+95.0%
JCI vs FCEL
-97.2%
+192.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.8% |
| 7D | +3.2% | -2.8% | +6.0% | +3.4% |
| 30D | -8.6% | -31.6% | +23.0% | -5.9% |
| 3M | -7.7% | -52.4% | +44.7% | -2.9% |
| 6M | -2.6% | -51.4% | +48.8% | -0.4% |
| YTD | +17.4% | +32.4% | -15.1% | +8.4% |
| 1Y | +16.9% | +37.5% | -20.6% | +7.0% |
| 3Y | +186.7% | -69.3% | +256.0% | +181.2% |
| All | +95.0% | -97.2% | +192.2% | +127.4% |
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