-67.5%
FCEL vs CHD
+29.4%
-96.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.6% |
| 7D | +14.8% | +0.4% | +14.4% | +15.1% |
| 30D | -33.9% | +11.6% | -45.5% | -28.4% |
| 3M | -52.7% | +10.7% | -63.4% | -49.0% |
| 6M | -40.0% | +20.2% | -60.3% | -31.5% |
| YTD | +40.2% | +34.5% | +5.7% | +66.0% |
| 1Y | +32.9% | +32.6% | +0.4% | +56.7% |
| All | -67.5% | +29.4% | -96.9% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling