-99.8%
FCEL vs CDW
+933.5%
-1,033.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -50.8% |
| 3M | -51.0% | +11.1% | -62.1% | -55.5% |
| 6M | -22.2% | +45.6% | -67.8% | -43.4% |
| YTD | +36.3% | +17.1% | +19.2% | +11.3% |
| 1Y | +29.0% | +13.2% | +15.9% | +8.3% |
| 3Y | -70.9% | -22.2% | -48.7% | -68.9% |
| 5Y | -96.3% | -10.1% | -86.2% | -96.3% |
| 10Y | -99.1% | +307.0% | -406.0% | -99.6% |
| All | -99.8% | +933.5% | -1,033.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling