-99.8%
FCEL vs CLX
+2,489.4%
-2,589.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.7% | -5.9% |
| 7D | -2.8% | +9.5% | -12.3% | -5.1% |
| 30D | -31.6% | +30.7% | -62.3% | -36.7% |
| 3M | -52.4% | +4.2% | -56.6% | -53.2% |
| 6M | -51.4% | +22.1% | -73.5% | -54.7% |
| YTD | +32.4% | +14.1% | +18.3% | +24.2% |
| 1Y | +37.5% | +10.3% | +27.2% | +30.0% |
| 3Y | -69.3% | -7.8% | -61.5% | -70.0% |
| 5Y | -97.1% | -20.8% | -76.3% | -97.1% |
| 10Y | -99.1% | +31.9% | -131.0% | -99.3% |
| All | -99.8% | +2,489.4% | -2,589.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling