+40.6%
CVX vs FCEL
+180.7%
-140.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | +2.6% | +6.3% | -3.7% | +2.8% |
| 30D | +9.8% | -26.7% | +36.5% | +9.3% |
| 3M | +16.2% | -10.2% | +26.4% | +15.8% |
| 6M | +13.6% | +123.5% | -109.9% | +12.2% |
| YTD | +44.4% | +117.4% | -73.0% | +42.1% |
| 1Y | +40.6% | +146.0% | -105.4% | +38.9% |
| All | +40.6% | +180.7% | -140.1% | +38.9% |
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