+43.1%
FCEL vs COMP
+25.5%
+17.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +3.0% | +6.8% |
| 7D | +3.0% | +14.5% | -11.5% | -0.8% |
| 30D | -40.0% | +14.9% | -54.9% | -42.4% |
| 3M | -47.0% | -14.2% | -32.8% | -45.1% |
| 6M | -21.0% | +23.7% | -44.8% | -25.9% |
| YTD | +48.0% | +2.1% | +45.9% | +51.5% |
| All | +43.1% | +25.5% | +17.7% | +62.8% |
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