+42.4%
FCEL vs CLX
-6.5%
+49.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -3.4% |
| 7D | -14.9% | +14.2% | -29.0% | -9.5% |
| 30D | -41.7% | +22.7% | -64.3% | -35.8% |
| 3M | -53.2% | -2.8% | -50.4% | -53.8% |
| 6M | -19.0% | +17.7% | -36.7% | -9.6% |
| YTD | +44.2% | +3.3% | +40.8% | +62.9% |
| 1Y | +42.4% | -5.6% | +48.1% | +64.2% |
| All | +42.4% | -6.5% | +49.0% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling