-97.5%
FCEL vs COMP
-49.2%
-48.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +3.0% | +6.5% |
| 7D | +3.0% | +14.5% | -11.5% | -1.9% |
| 30D | -40.0% | +14.9% | -54.9% | -43.2% |
| 3M | -47.0% | -14.2% | -32.8% | -44.6% |
| 6M | -21.0% | +23.7% | -44.8% | -27.6% |
| YTD | +48.0% | +2.1% | +45.9% | +39.2% |
| 1Y | +43.9% | +26.2% | +17.7% | +23.9% |
| 3Y | -67.5% | +470.9% | -538.4% | -87.2% |
| 5Y | -96.7% | -14.0% | -82.6% | -97.2% |
| All | -97.5% | -49.2% | -48.3% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling