+238.8%
RCL vs FCEL
-90.2%
+328.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.1% | -2.2% |
| 7D | -0.5% | +4.0% | -4.4% | -1.2% |
| 30D | -17.3% | -13.1% | -4.3% | -16.6% |
| 3M | -2.8% | +14.6% | -17.3% | -7.7% |
| 6M | -4.4% | +133.7% | -138.1% | -19.7% |
| YTD | -4.2% | +143.0% | -147.1% | -21.0% |
| 1Y | -23.4% | +320.9% | -344.2% | -43.6% |
| 3Y | +179.4% | -58.9% | +238.3% | +169.0% |
| 5Y | +238.8% | -89.7% | +328.4% | +315.5% |
| All | +238.8% | -90.2% | +328.9% | +315.5% |
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