-40.0%
FCEL vs CHD
+22.8%
-62.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.9% |
| 7D | +14.8% | +0.4% | +14.4% | +15.4% |
| 30D | -33.9% | +11.6% | -45.5% | -17.4% |
| 3M | -52.7% | +10.7% | -63.4% | -42.6% |
| 6M | -40.0% | +20.2% | -60.3% | -15.9% |
| All | -40.0% | +22.8% | -62.9% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling