-51.4%
FCEL vs CG
-19.4%
-32.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -6.0% |
| 7D | -2.8% | +0.2% | -3.0% | -2.7% |
| 30D | -31.6% | +11.2% | -42.8% | -33.2% |
| 3M | -52.4% | -22.1% | -30.3% | -47.6% |
| 6M | -51.4% | -17.9% | -33.5% | -43.3% |
| All | -51.4% | -19.4% | -32.0% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling