-99.1%
FCEL vs CAG
-38.0%
-61.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -6.2% |
| 7D | +14.8% | -6.2% | +21.0% | +15.5% |
| 30D | -33.9% | +7.4% | -41.3% | -34.8% |
| 3M | -52.7% | -1.6% | -51.1% | -52.9% |
| 6M | -40.0% | +6.3% | -46.4% | -41.7% |
| YTD | +40.2% | -10.1% | +50.3% | +40.8% |
| 1Y | +32.9% | -10.2% | +43.2% | +33.4% |
| 3Y | -66.8% | -37.3% | -29.5% | -63.3% |
| 5Y | -97.0% | -41.6% | -55.4% | -96.6% |
| All | -99.1% | -38.0% | -61.1% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling