-99.1%
FCEL vs CFG
+214.3%
-313.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.9% |
| 7D | +14.8% | +1.6% | +13.2% | +13.8% |
| 30D | -33.9% | +3.3% | -37.2% | -35.1% |
| 3M | -52.7% | -11.5% | -41.2% | -49.0% |
| 6M | -40.0% | +6.2% | -46.2% | -42.7% |
| YTD | +40.2% | +14.3% | +26.0% | +27.9% |
| 1Y | +32.9% | +26.7% | +6.2% | +13.4% |
| 3Y | -66.8% | +187.8% | -254.6% | -83.3% |
| 5Y | -97.0% | +61.3% | -158.3% | -97.9% |
| All | -99.1% | +214.3% | -313.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling