-99.8%
FCEL vs CFG
+396.4%
-496.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -15.8% | +1.5% | -17.4% | -16.8% |
| 30D | -29.3% | -3.8% | -25.4% | -27.6% |
| 3M | -30.1% | +11.5% | -41.6% | -35.0% |
| 6M | +74.4% | +19.2% | +55.3% | +55.5% |
| YTD | +104.5% | +23.7% | +80.8% | +78.4% |
| 1Y | +281.4% | +38.8% | +242.5% | +212.3% |
| 3Y | -66.1% | +178.9% | -245.0% | -82.0% |
| 5Y | -91.9% | +101.8% | -193.6% | -94.9% |
| 10Y | -99.2% | +317.3% | -416.5% | -99.7% |
| All | -99.8% | +396.4% | -496.2% | -99.9% |
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