-61.9%
FCEL vs CGNX
+49.8%
-111.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -0.3% |
| 7D | +6.3% | +3.2% | +3.1% | +4.5% |
| 30D | -26.7% | +6.0% | -32.7% | -28.7% |
| 3M | -10.2% | +3.5% | -13.7% | -9.6% |
| 6M | +123.5% | +26.3% | +97.2% | +107.2% |
| YTD | +117.4% | +79.2% | +38.1% | +61.9% |
| 1Y | +146.0% | +43.8% | +102.2% | +107.5% |
| 3Y | -61.9% | +52.0% | -113.8% | -74.8% |
| All | -61.9% | +49.8% | -111.7% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling