-99.1%
FCEL vs CDW
+263.0%
-362.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -5.2% | +24.0% | +22.1% |
| 7D | +4.0% | -3.9% | +7.9% | +6.0% |
| 30D | -13.1% | +6.9% | -20.0% | -17.7% |
| 3M | +14.6% | +7.7% | +6.9% | +5.6% |
| 6M | +133.7% | +18.3% | +115.4% | +93.6% |
| YTD | +143.0% | +7.8% | +135.2% | +111.2% |
| 1Y | +320.9% | -12.2% | +333.0% | +330.8% |
| 3Y | -58.9% | -28.9% | -29.9% | -52.1% |
| 5Y | -89.7% | -22.8% | -66.9% | -88.5% |
| 10Y | -99.1% | +266.1% | -365.1% | -99.5% |
| All | -99.1% | +263.0% | -362.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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