-90.7%
FCEL vs CBOE
+145.0%
-235.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -6.1% |
| 7D | +6.3% | -3.7% | +10.0% | +5.8% |
| 30D | -18.8% | +2.0% | -20.8% | -18.4% |
| 3M | -3.8% | -4.2% | +0.4% | -2.4% |
| 6M | +121.1% | +1.2% | +120.0% | +122.9% |
| YTD | +113.3% | +15.4% | +97.9% | +112.6% |
| 1Y | +173.5% | +23.5% | +150.0% | +170.6% |
| 3Y | -63.9% | +93.2% | -157.1% | -70.7% |
| 5Y | -90.7% | +142.0% | -232.6% | -93.4% |
| All | -90.7% | +145.0% | -235.7% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling