-99.8%
FCEL vs CAG
+392.3%
-492.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.9% |
| 7D | -2.8% | -3.3% | +0.5% | -2.0% |
| 30D | -31.6% | +7.7% | -39.3% | -33.6% |
| 3M | -52.4% | -3.2% | -49.2% | -52.6% |
| 6M | -51.4% | +7.0% | -58.4% | -53.9% |
| YTD | +32.4% | -9.0% | +41.4% | +30.2% |
| 1Y | +37.5% | -9.6% | +47.1% | +35.4% |
| 3Y | -69.3% | -36.0% | -33.3% | -66.8% |
| 5Y | -97.1% | -40.9% | -56.3% | -96.9% |
| 10Y | -99.1% | -37.3% | -61.8% | -99.1% |
| All | -99.8% | +392.3% | -492.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling