-96.9%
FCEL vs CDW
-10.5%
-86.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.9% | +12.4% | +12.1% |
| 7D | -11.2% | +2.1% | -13.3% | -12.9% |
| 30D | -45.8% | +14.7% | -60.5% | -51.0% |
| 3M | -51.0% | +11.1% | -62.1% | -55.7% |
| 6M | -22.2% | +45.6% | -67.8% | -45.7% |
| YTD | +36.3% | +17.1% | +19.2% | +9.0% |
| 1Y | +29.0% | +13.2% | +15.9% | +7.0% |
| 3Y | -70.9% | -22.2% | -48.7% | -67.8% |
| All | -96.9% | -10.5% | -86.5% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling