-90.6%
FCEL vs CGNX
-25.4%
-65.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -1.0% |
| 7D | +6.3% | +3.2% | +3.1% | +4.0% |
| 30D | -26.7% | +6.0% | -32.7% | -29.4% |
| 3M | -10.2% | +3.5% | -13.7% | -9.9% |
| 6M | +123.5% | +26.3% | +97.2% | +97.0% |
| YTD | +117.4% | +79.2% | +38.1% | +37.2% |
| 1Y | +146.0% | +43.8% | +102.2% | +83.7% |
| 3Y | -61.9% | +52.0% | -113.8% | -75.5% |
| All | -90.6% | -25.4% | -65.2% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling