-99.8%
FCEL vs CG
+278.1%
-377.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -3.5% |
| 7D | +14.8% | -1.5% | +16.3% | +16.1% |
| 30D | -33.9% | +5.7% | -39.6% | -36.6% |
| 3M | -52.7% | -17.9% | -34.8% | -46.8% |
| 6M | -40.0% | -20.2% | -19.8% | -31.6% |
| YTD | +40.2% | -32.0% | +72.2% | +76.3% |
| 1Y | +32.9% | -27.0% | +60.0% | +59.8% |
| 3Y | -66.8% | +42.8% | -109.6% | -76.0% |
| 5Y | -97.0% | -23.4% | -73.5% | -96.7% |
| 10Y | -99.1% | +278.2% | -377.3% | -99.6% |
| All | -99.8% | +278.1% | -377.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling