-90.7%
FCEL vs CAG
-42.8%
-47.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -6.5% |
| 7D | +6.3% | -5.9% | +12.2% | +4.9% |
| 30D | -18.8% | -1.5% | -17.3% | -19.0% |
| 3M | -3.8% | +11.5% | -15.3% | -1.6% |
| 6M | +121.1% | -15.7% | +136.8% | +130.6% |
| YTD | +113.3% | -10.2% | +123.5% | +120.4% |
| 1Y | +173.5% | -18.1% | +191.6% | +185.6% |
| 3Y | -63.9% | -39.4% | -24.5% | -61.3% |
| 5Y | -90.7% | -42.6% | -48.1% | -89.2% |
| All | -90.7% | -42.8% | -47.9% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling