-90.5%
FCEL vs CHD
+19.3%
-109.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -7.0% |
| 7D | +15.1% | -4.2% | +19.2% | +14.0% |
| 30D | -16.4% | -7.6% | -8.9% | -17.8% |
| 3M | -5.3% | -1.6% | -3.7% | -5.1% |
| 6M | +124.5% | -6.3% | +130.8% | +125.1% |
| YTD | +126.7% | +14.6% | +112.1% | +128.3% |
| 1Y | +219.9% | +1.6% | +218.3% | +220.2% |
| 3Y | -61.6% | +3.1% | -64.8% | -62.5% |
| 5Y | -90.5% | +21.1% | -111.6% | -89.9% |
| All | -90.5% | +19.3% | -109.8% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling