-90.5%
FCEL vs CG
+5.5%
-96.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.0% | -2.7% | -3.6% |
| 7D | +15.1% | -6.4% | +21.5% | +20.9% |
| 30D | -16.4% | -7.1% | -9.4% | -12.9% |
| 3M | -5.3% | -1.6% | -3.7% | -6.4% |
| 6M | +124.5% | -8.3% | +132.9% | +132.5% |
| YTD | +126.7% | -23.8% | +150.5% | +170.5% |
| 1Y | +219.9% | -28.7% | +248.6% | +307.4% |
| 3Y | -61.6% | +49.2% | -110.8% | -76.7% |
| 5Y | -90.5% | +5.5% | -96.0% | -92.3% |
| All | -90.5% | +5.5% | -96.0% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling