-60.3%
FCEL vs CG
+48.1%
-108.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.0% | -2.7% | -4.1% |
| 7D | +15.1% | -6.4% | +21.5% | +20.0% |
| 30D | -16.4% | -7.1% | -9.4% | -13.4% |
| 3M | -5.3% | -1.6% | -3.7% | -6.2% |
| 6M | +124.5% | -8.3% | +132.9% | +131.5% |
| YTD | +126.7% | -23.8% | +150.5% | +164.7% |
| 1Y | +219.9% | -28.7% | +248.6% | +295.1% |
| All | -60.3% | +48.1% | -108.4% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling