-65.9%
FCEL vs CNH
+12.3%
-78.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -0.9% |
| 7D | -15.8% | +23.3% | -39.1% | -28.8% |
| 30D | -29.3% | +33.5% | -62.7% | -44.2% |
| 3M | -30.1% | +32.7% | -62.9% | -45.1% |
| 6M | +74.4% | +22.2% | +52.3% | +44.5% |
| YTD | +104.5% | +57.7% | +46.8% | +31.4% |
| 1Y | +281.4% | +28.0% | +253.4% | +197.0% |
| All | -65.9% | +12.3% | -78.2% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling