+172.2%
CVX vs FCEL
-90.4%
+262.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.7% | +8.6% | +2.1% |
| 7D | +1.0% | +15.1% | -14.1% | +0.6% |
| 30D | +10.7% | -16.4% | +27.1% | +10.9% |
| 3M | +15.5% | -5.3% | +20.7% | +14.2% |
| 6M | +14.9% | +124.5% | -109.6% | +8.7% |
| YTD | +44.2% | +126.7% | -82.5% | +35.8% |
| 1Y | +43.5% | +219.9% | -176.4% | +31.9% |
| 3Y | +45.0% | -61.6% | +106.6% | +41.6% |
| 5Y | +172.2% | -90.5% | +262.7% | +180.3% |
| All | +172.2% | -90.4% | +262.5% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling