-99.2%
FCEL vs CLX
-2.6%
-96.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | +6.3% | -5.9% | +12.1% | +6.9% |
| 30D | -18.8% | -17.0% | -1.8% | -17.2% |
| 3M | -3.8% | -9.6% | +5.8% | -3.1% |
| 6M | +121.1% | -21.5% | +142.7% | +127.8% |
| YTD | +113.3% | -8.8% | +122.1% | +113.2% |
| 1Y | +173.5% | -24.7% | +198.2% | +183.3% |
| 3Y | -63.9% | -35.6% | -28.3% | -62.0% |
| 5Y | -90.7% | -37.6% | -53.1% | -90.4% |
| All | -99.2% | -2.6% | -96.6% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling