+281.4%
FCEL vs COMP
+22.2%
+259.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -15.8% | +1.4% | -17.2% | -16.1% |
| 30D | -29.3% | -13.3% | -16.0% | -27.1% |
| 3M | -30.1% | +41.1% | -71.3% | -33.8% |
| 6M | +74.4% | +17.2% | +57.3% | +69.6% |
| YTD | +104.5% | +5.2% | +99.3% | +104.2% |
| 1Y | +281.4% | +18.9% | +262.4% | +265.7% |
| All | +281.4% | +22.2% | +259.2% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling