-99.7%
FCEL vs CDW
+903.1%
-1,002.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | -15.8% | +3.2% | -19.0% | -17.4% |
| 30D | -29.3% | +9.3% | -38.6% | -33.4% |
| 3M | -30.1% | +9.8% | -39.9% | -35.4% |
| 6M | +74.4% | +23.3% | +51.1% | +43.5% |
| YTD | +104.5% | +13.7% | +90.9% | +74.6% |
| 1Y | +281.4% | -6.5% | +287.9% | +276.8% |
| 3Y | -66.1% | -25.2% | -40.9% | -61.8% |
| 5Y | -91.9% | -19.5% | -72.4% | -91.2% |
| 10Y | -99.2% | +285.8% | -385.0% | -99.6% |
| All | -99.7% | +903.1% | -1,002.8% | -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