-99.8%
FCEL vs CGNX
+12,871.6%
-12,971.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.5% |
| 7D | +6.3% | +3.2% | +3.1% | +5.2% |
| 30D | -26.7% | +6.0% | -32.7% | -27.9% |
| 3M | -10.2% | +3.5% | -13.7% | -9.8% |
| 6M | +123.5% | +26.3% | +97.2% | +110.8% |
| YTD | +117.4% | +79.2% | +38.1% | +77.1% |
| 1Y | +146.0% | +43.8% | +102.2% | +116.5% |
| 3Y | -61.9% | +52.0% | -113.8% | -67.7% |
| 5Y | -90.5% | -24.0% | -66.5% | -89.7% |
| 10Y | -99.1% | +189.1% | -288.2% | -99.4% |
| All | -99.8% | +12,871.6% | -12,971.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling