+282.5%
CHTR vs FCEL
-99.9%
+382.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.7% | -1.4% | -7.9% |
| 7D | -15.8% | +15.1% | -30.8% | -16.2% |
| 30D | -12.7% | -16.4% | +3.8% | -12.4% |
| 3M | -1.1% | -5.3% | +4.2% | -2.1% |
| 6M | -39.9% | +124.5% | -164.4% | -42.8% |
| YTD | -35.9% | +126.7% | -162.5% | -39.2% |
| 1Y | -49.2% | +219.9% | -269.0% | -52.6% |
| 3Y | -68.3% | -61.6% | -6.7% | -69.1% |
| 5Y | -83.0% | -90.5% | +7.6% | -83.0% |
| 10Y | -49.3% | -99.1% | +49.8% | -47.0% |
| All | +282.5% | -99.9% | +382.4% | +264.6% |
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