-69.9%
CPNG vs FCEL
-96.6%
+26.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +18.8% | -21.9% | -5.6% |
| 7D | -6.3% | +4.0% | -10.2% | -7.3% |
| 30D | -8.7% | -13.1% | +4.3% | -8.0% |
| 3M | -2.4% | +14.6% | -17.0% | -8.7% |
| 6M | -22.3% | +133.7% | -156.0% | -37.4% |
| YTD | -37.2% | +143.0% | -180.2% | -50.3% |
| 1Y | -53.0% | +320.9% | -373.8% | -67.6% |
| 3Y | -20.0% | -58.9% | +38.9% | -26.0% |
| 5Y | -52.8% | -89.7% | +36.9% | -45.2% |
| All | -69.9% | -96.6% | +26.7% | -60.6% |
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