+42.4%
FCEL vs CNH
+15.2%
+27.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -14.9% | +6.5% | -21.3% | -16.1% |
| 30D | -41.7% | -12.0% | -29.7% | -39.7% |
| 3M | -53.2% | +4.4% | -57.5% | -55.0% |
| 6M | -19.0% | +15.7% | -34.7% | -25.9% |
| YTD | +44.2% | +28.2% | +16.0% | +15.3% |
| 1Y | +42.4% | +14.8% | +27.6% | +26.4% |
| All | +42.4% | +15.2% | +27.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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