-69.3%
FCEL vs CFG
+191.5%
-260.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -6.0% |
| 7D | -2.8% | +3.2% | -6.0% | -4.7% |
| 30D | -31.6% | +5.1% | -36.8% | -33.8% |
| 3M | -52.4% | -11.2% | -41.2% | -48.4% |
| 6M | -51.4% | +9.6% | -61.0% | -54.8% |
| YTD | +32.4% | +15.0% | +17.5% | +18.0% |
| 1Y | +37.5% | +29.9% | +7.6% | +11.8% |
| 3Y | -69.3% | +192.1% | -261.4% | -91.4% |
| All | -69.3% | +191.5% | -260.8% | -91.4% |
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