-99.1%
FCEL vs CDW
+315.4%
-414.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | +14.8% | +9.1% | +5.7% | +8.8% |
| 30D | -33.9% | +13.7% | -47.6% | -39.5% |
| 3M | -52.7% | +27.0% | -79.7% | -60.6% |
| 6M | -40.0% | +75.9% | -115.9% | -61.7% |
| YTD | +40.2% | +28.9% | +11.3% | +6.8% |
| 1Y | +32.9% | +19.6% | +13.3% | +7.4% |
| 3Y | -66.8% | -14.6% | -52.2% | -66.3% |
| 5Y | -97.0% | -3.2% | -93.8% | -97.1% |
| All | -99.1% | +315.4% | -414.5% | -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