-99.1%
FCEL vs CBOE
+368.5%
-467.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.4% |
| 7D | +6.3% | -5.8% | +12.1% | +7.7% |
| 30D | -26.7% | -3.1% | -23.5% | -26.1% |
| 3M | -10.2% | -4.8% | -5.4% | -10.3% |
| 6M | +123.5% | -0.6% | +124.0% | +117.1% |
| YTD | +117.4% | +12.8% | +104.6% | +101.3% |
| 1Y | +146.0% | +19.8% | +126.2% | +122.0% |
| 3Y | -61.9% | +86.9% | -148.8% | -73.2% |
| 5Y | -90.5% | +136.5% | -227.0% | -94.2% |
| All | -99.1% | +368.5% | -467.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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