-99.8%
FCEL vs CLX
+2,070.0%
-2,169.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | -15.8% | -9.2% | -6.6% | -13.6% |
| 30D | -29.3% | -11.0% | -18.2% | -27.1% |
| 3M | -30.1% | +5.0% | -35.2% | -32.0% |
| 6M | +74.4% | -18.8% | +93.3% | +81.6% |
| YTD | +104.5% | -4.4% | +108.9% | +102.1% |
| 1Y | +281.4% | -21.9% | +303.2% | +298.2% |
| 3Y | -66.1% | -32.8% | -33.3% | -63.5% |
| 5Y | -91.9% | -34.6% | -57.3% | -91.4% |
| 10Y | -99.2% | -4.7% | -94.5% | -99.3% |
| All | -99.8% | +2,070.0% | -2,169.7% | -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