-99.8%
FCEL vs CNH
+32.2%
-132.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.8% | +8.8% | +9.9% |
| 7D | -11.2% | -1.7% | -9.5% | -10.0% |
| 30D | -45.8% | -7.2% | -38.6% | -43.7% |
| 3M | -51.0% | +6.5% | -57.5% | -54.7% |
| 6M | -22.2% | +7.9% | -30.1% | -29.0% |
| YTD | +36.3% | +26.6% | +9.7% | +9.9% |
| 1Y | +29.0% | +13.8% | +15.3% | +11.2% |
| 3Y | -70.9% | +9.2% | -80.1% | -73.9% |
| 5Y | -96.3% | -15.6% | -80.7% | -96.1% |
| 10Y | -99.1% | +119.2% | -218.3% | -99.4% |
| All | -99.8% | +32.2% | -132.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling