-99.7%
FCEL vs CNH
+64.7%
-164.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -0.5% |
| 7D | -15.8% | +23.3% | -39.1% | -27.0% |
| 30D | -29.3% | +33.5% | -62.7% | -42.1% |
| 3M | -30.1% | +32.7% | -62.9% | -42.9% |
| 6M | +74.4% | +22.2% | +52.3% | +48.4% |
| YTD | +104.5% | +57.7% | +46.8% | +46.7% |
| 1Y | +281.4% | +28.0% | +253.4% | +211.4% |
| 3Y | -66.1% | +11.5% | -77.6% | -69.6% |
| 5Y | -91.9% | +11.9% | -103.7% | -92.6% |
| 10Y | -99.2% | +162.8% | -262.0% | -99.6% |
| All | -99.7% | +64.7% | -164.4% | -99.8% |
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