+146.0%
FCEL vs CAG
-18.8%
+164.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.3% |
| 7D | +6.3% | -5.7% | +12.0% | +0.7% |
| 30D | -26.7% | -2.4% | -24.3% | -27.9% |
| 3M | -10.2% | +9.8% | -20.0% | +1.3% |
| 6M | +123.5% | -10.8% | +134.3% | +148.4% |
| YTD | +117.4% | -10.8% | +128.2% | +141.0% |
| 1Y | +146.0% | -19.0% | +164.9% | +190.8% |
| All | +146.0% | -18.8% | +164.8% | +190.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling