-99.7%
FCEL vs CG
+351.2%
-450.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +3.0% |
| 7D | -15.8% | -4.3% | -11.5% | -13.5% |
| 30D | -29.3% | -5.1% | -24.2% | -27.5% |
| 3M | -30.1% | +8.7% | -38.8% | -35.0% |
| 6M | +74.4% | -9.2% | +83.7% | +82.3% |
| YTD | +104.5% | -18.9% | +123.4% | +129.4% |
| 1Y | +281.4% | -25.6% | +307.0% | +358.3% |
| 3Y | -66.1% | +57.3% | -123.4% | -76.8% |
| 5Y | -91.9% | +10.2% | -102.0% | -92.9% |
| 10Y | -99.2% | +364.2% | -463.4% | -99.7% |
| All | -99.7% | +351.2% | -450.9% | -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