-65.9%
FCEL vs CDW
-25.0%
-40.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | -15.8% | +3.2% | -19.0% | -17.0% |
| 30D | -29.3% | +9.3% | -38.6% | -32.4% |
| 3M | -30.1% | +9.8% | -39.9% | -34.0% |
| 6M | +74.4% | +23.3% | +51.1% | +51.2% |
| YTD | +104.5% | +13.7% | +90.9% | +84.4% |
| 1Y | +281.4% | -6.5% | +287.9% | +298.1% |
| All | -65.9% | -25.0% | -40.8% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling