+296.1%
RCL vs FCEL
-96.7%
+392.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.8% | +1.4% |
| 7D | +8.5% | -8.3% | +16.8% | +9.2% |
| 30D | +20.4% | -43.0% | +63.4% | +27.1% |
| 3M | +11.0% | -48.2% | +59.2% | +17.2% |
| 6M | +24.9% | -25.0% | +49.8% | +20.2% |
| YTD | +23.9% | +40.6% | -16.8% | +6.2% |
| 1Y | +30.8% | +36.0% | -5.2% | +11.5% |
| 3Y | +270.4% | -66.7% | +337.1% | +246.6% |
| 5Y | +296.1% | -96.7% | +392.8% | +541.5% |
| All | +296.1% | -96.7% | +392.8% | +541.5% |
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