-99.2%
FCEL vs CHD
+125.6%
-224.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.7% |
| 7D | +6.3% | -4.7% | +11.0% | +6.9% |
| 30D | -18.8% | -8.3% | -10.5% | -17.9% |
| 3M | -3.8% | -4.0% | +0.2% | -3.9% |
| 6M | +121.1% | -6.5% | +127.7% | +121.8% |
| YTD | +113.3% | +13.1% | +100.2% | +104.0% |
| 1Y | +173.5% | +2.3% | +171.2% | +167.2% |
| 3Y | -63.9% | +1.8% | -65.7% | -65.8% |
| 5Y | -90.7% | +20.6% | -111.3% | -92.0% |
| All | -99.2% | +125.6% | -224.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling