-99.8%
FCEL vs CDW
+983.6%
-1,083.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.8% | +3.8% | +5.8% |
| 7D | +3.0% | +9.3% | -6.3% | -2.9% |
| 30D | -40.0% | +15.8% | -55.8% | -45.7% |
| 3M | -47.0% | +21.8% | -68.8% | -54.4% |
| 6M | -21.0% | +58.8% | -79.8% | -45.2% |
| YTD | +48.0% | +22.8% | +25.2% | +17.7% |
| 1Y | +43.9% | +17.9% | +26.0% | +18.1% |
| 3Y | -67.5% | -17.4% | -50.1% | -66.6% |
| 5Y | -96.7% | -5.7% | -90.9% | -96.8% |
| 10Y | -99.0% | +319.5% | -418.5% | -99.6% |
| All | -99.8% | +983.6% | -1,083.4% | -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