-99.2%
FCEL vs CG
+321.9%
-421.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.6% | -4.1% |
| 7D | +6.3% | -9.8% | +16.1% | +14.7% |
| 30D | -18.8% | -10.3% | -8.5% | -13.0% |
| 3M | -3.8% | -1.7% | -2.2% | -4.9% |
| 6M | +121.1% | -9.8% | +130.9% | +131.9% |
| YTD | +113.3% | -25.6% | +138.9% | +157.8% |
| 1Y | +173.5% | -32.5% | +206.0% | +259.8% |
| 3Y | -63.9% | +45.6% | -109.6% | -75.7% |
| 5Y | -90.7% | +3.7% | -94.3% | -91.9% |
| All | -99.2% | +321.9% | -421.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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