-99.1%
FCEL vs CFG
+313.6%
-412.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.1% | +19.9% | +19.5% |
| 7D | +4.0% | +2.7% | +1.3% | +1.9% |
| 30D | -13.1% | -3.7% | -9.4% | -11.1% |
| 3M | +14.6% | +9.5% | +5.1% | +7.5% |
| 6M | +133.7% | +22.2% | +111.4% | +103.9% |
| YTD | +143.0% | +22.3% | +120.6% | +112.4% |
| 1Y | +320.9% | +39.4% | +281.4% | +241.6% |
| 3Y | -58.9% | +188.5% | -247.4% | -79.1% |
| 5Y | -89.7% | +101.5% | -191.2% | -93.6% |
| 10Y | -99.1% | +308.6% | -407.7% | -99.6% |
| All | -99.1% | +313.6% | -412.7% | -99.6% |
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