-70.9%
FCEL vs COMP
+353.8%
-424.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +10.7% | +0.7% | +8.0% |
| 7D | -11.3% | +13.4% | -24.7% | -14.7% |
| 30D | -45.8% | +11.1% | -56.9% | -47.8% |
| 3M | -51.0% | -18.8% | -32.2% | -48.2% |
| 6M | -22.3% | +10.5% | -32.8% | -25.1% |
| YTD | +36.2% | -3.4% | +39.6% | +33.3% |
| 1Y | +29.0% | +19.7% | +9.3% | +17.2% |
| 3Y | -70.9% | +381.6% | -452.5% | -88.4% |
| All | -70.9% | +353.8% | -424.7% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling