-70.9%
FCEL vs CFG
+168.6%
-239.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.9% | +12.5% | +12.2% |
| 7D | -11.2% | -0.9% | -10.3% | -10.7% |
| 30D | -45.8% | +1.1% | -46.8% | -46.2% |
| 3M | -51.0% | -12.0% | -39.0% | -46.6% |
| 6M | -22.2% | -2.2% | -20.0% | -22.2% |
| YTD | +36.3% | +11.4% | +24.8% | +23.9% |
| 1Y | +29.0% | +27.8% | +1.2% | +6.0% |
| 3Y | -70.9% | +173.3% | -244.2% | -90.4% |
| All | -70.9% | +168.6% | -239.5% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling