-97.6%
FCEL vs COMP
-53.0%
-44.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.4% | +2.4% | -2.2% |
| 7D | -8.3% | +7.2% | -15.5% | -10.4% |
| 30D | -43.0% | +6.4% | -49.4% | -44.5% |
| 3M | -48.2% | -19.4% | -28.7% | -44.4% |
| 6M | -25.0% | +14.6% | -39.5% | -29.1% |
| YTD | +40.6% | -5.5% | +46.1% | +36.2% |
| 1Y | +36.0% | +13.7% | +22.3% | +21.9% |
| 3Y | -66.7% | +409.7% | -476.4% | -86.2% |
| 5Y | -96.7% | -17.0% | -79.6% | -97.2% |
| All | -97.6% | -53.0% | -44.6% | -97.3% |
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