-96.9%
FCEL vs CNH
-14.7%
-82.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.8% | +8.8% | +9.6% |
| 7D | -11.2% | -1.7% | -9.5% | -9.7% |
| 30D | -45.8% | -7.2% | -38.6% | -43.2% |
| 3M | -51.0% | +6.5% | -57.5% | -55.9% |
| 6M | -22.2% | +7.9% | -30.1% | -31.6% |
| YTD | +36.3% | +26.6% | +9.7% | +0.1% |
| 1Y | +29.0% | +13.8% | +15.3% | +3.9% |
| 3Y | -70.9% | +9.2% | -80.1% | -76.1% |
| All | -96.9% | -14.7% | -82.3% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling