+4,265.5%
CVX vs FCEL
-99.8%
+4,365.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | +3.3% | -15.8% | +19.2% | +4.2% |
| 30D | +12.9% | -29.3% | +42.2% | +14.6% |
| 3M | +11.7% | -30.1% | +41.9% | +11.6% |
| 6M | +14.1% | +74.4% | -60.3% | +6.8% |
| YTD | +40.7% | +104.5% | -63.8% | +29.8% |
| 1Y | +37.5% | +281.4% | -243.9% | +20.9% |
| 3Y | +43.9% | -66.1% | +110.0% | +37.8% |
| 5Y | +161.5% | -91.9% | +253.3% | +161.7% |
| 10Y | +215.1% | -99.2% | +314.3% | +199.3% |
| All | +4,265.5% | -99.8% | +4,365.3% | +4,020.6% |
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