-99.0%
FCEL vs CNH
+107.8%
-206.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -2.2% |
| 7D | -8.3% | +4.5% | -12.8% | -10.3% |
| 30D | -43.0% | +7.6% | -50.6% | -45.8% |
| 3M | -48.2% | +17.0% | -65.1% | -55.1% |
| 6M | -25.0% | +12.9% | -37.9% | -34.1% |
| YTD | +40.6% | +34.3% | +6.4% | +7.0% |
| 1Y | +36.0% | +28.5% | +7.4% | +6.5% |
| 3Y | -66.7% | +31.9% | -98.6% | -73.8% |
| 5Y | -96.7% | -9.6% | -87.0% | -96.7% |
| 10Y | -99.0% | +106.3% | -205.3% | -99.4% |
| All | -99.0% | +107.8% | -206.9% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling