-99.8%
FCEL vs CBOE
+1,025.9%
-1,125.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.7% | +20.5% | +19.4% |
| 7D | +4.0% | -4.6% | +8.6% | +5.8% |
| 30D | -13.1% | +2.6% | -15.7% | -13.7% |
| 3M | +14.6% | +4.9% | +9.6% | +9.7% |
| 6M | +133.7% | -2.2% | +135.8% | +127.0% |
| YTD | +143.0% | +17.7% | +125.2% | +117.1% |
| 1Y | +320.9% | +26.1% | +294.8% | +263.2% |
| 3Y | -58.9% | +97.1% | -156.0% | -73.0% |
| 5Y | -89.7% | +149.2% | -238.8% | -94.1% |
| 10Y | -99.1% | +385.1% | -484.1% | -99.7% |
| All | -99.8% | +1,025.9% | -1,125.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling