-99.8%
FCEL vs CHD
+7,637.8%
-7,737.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | +14.8% | +0.4% | +14.4% | +14.6% |
| 30D | -33.9% | +11.6% | -45.5% | -36.3% |
| 3M | -52.7% | +10.7% | -63.4% | -54.4% |
| 6M | -40.0% | +20.2% | -60.3% | -44.3% |
| YTD | +40.2% | +34.5% | +5.7% | +24.4% |
| 1Y | +32.9% | +32.6% | +0.4% | +18.3% |
| 3Y | -66.8% | +29.1% | -95.9% | -71.1% |
| 5Y | -97.0% | +31.5% | -128.5% | -97.4% |
| 10Y | -99.1% | +190.9% | -290.0% | -99.4% |
| All | -99.8% | +7,637.8% | -7,737.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling