-99.8%
FCEL vs CG
+300.6%
-400.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.5% | -4.0% |
| 7D | -8.3% | +2.0% | -10.3% | -9.2% |
| 30D | -43.0% | +8.5% | -51.5% | -46.2% |
| 3M | -48.2% | -12.1% | -36.0% | -44.3% |
| 6M | -25.0% | -16.4% | -8.5% | -17.2% |
| YTD | +40.6% | -28.0% | +68.6% | +70.0% |
| 1Y | +36.0% | -18.9% | +54.9% | +52.0% |
| 3Y | -66.7% | +51.2% | -118.0% | -76.8% |
| 5Y | -96.7% | -15.9% | -80.8% | -96.5% |
| 10Y | -99.0% | +305.9% | -405.0% | -99.6% |
| All | -99.8% | +300.6% | -400.4% | -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