-99.9%
FCEL vs CFG
+360.2%
-460.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +6.9% |
| 7D | +3.0% | +0.3% | +2.8% | +3.1% |
| 30D | -40.0% | +3.2% | -43.2% | -41.1% |
| 3M | -47.0% | -9.7% | -37.3% | -43.7% |
| 6M | -21.0% | +3.6% | -24.7% | -23.5% |
| YTD | +48.0% | +14.7% | +33.3% | +35.1% |
| 1Y | +43.9% | +29.6% | +14.3% | +21.8% |
| 3Y | -67.5% | +190.6% | -258.1% | -83.3% |
| 5Y | -96.7% | +67.1% | -163.7% | -97.7% |
| 10Y | -99.0% | +237.0% | -336.0% | -99.5% |
| All | -99.9% | +360.2% | -460.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling