+42.2%
CVX vs FCEL
-59.7%
+102.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.8% | -18.2% | +0.4% |
| 7D | -0.6% | +4.0% | -4.6% | -0.6% |
| 30D | +13.4% | -13.1% | +26.5% | +13.5% |
| 3M | +11.8% | +14.6% | -2.7% | +10.7% |
| 6M | +12.4% | +133.7% | -121.2% | +8.6% |
| YTD | +41.5% | +143.0% | -101.5% | +36.1% |
| 1Y | +41.6% | +320.9% | -279.3% | +33.1% |
| 3Y | +42.2% | -58.9% | +101.1% | +37.0% |
| All | +42.2% | -59.7% | +102.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling