-69.3%
FCEL vs CNH
+29.5%
-98.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.2% |
| 7D | -2.8% | +3.0% | -5.8% | -4.4% |
| 30D | -31.6% | -0.6% | -31.1% | -31.3% |
| 3M | -52.4% | +14.6% | -67.0% | -59.0% |
| 6M | -51.4% | +11.8% | -63.2% | -57.7% |
| YTD | +32.4% | +30.4% | +2.0% | -4.4% |
| 1Y | +37.5% | +19.1% | +18.4% | +7.9% |
| 3Y | -69.3% | +30.2% | -99.5% | -81.6% |
| All | -69.3% | +29.5% | -98.8% | -81.6% |
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