+37.5%
CVX vs FCEL
+269.1%
-231.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | +3.3% | -15.8% | +19.2% | +3.1% |
| 30D | +12.9% | -29.3% | +42.2% | +12.3% |
| 3M | +11.7% | -30.1% | +41.9% | +11.3% |
| 6M | +14.1% | +74.4% | -60.3% | +12.5% |
| YTD | +40.7% | +104.5% | -63.8% | +37.9% |
| 1Y | +37.5% | +281.4% | -243.9% | +33.4% |
| All | +37.5% | +269.1% | -231.6% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling