-96.9%
FCEL vs COMP
-17.6%
-79.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +10.7% | +0.8% | +7.5% |
| 7D | -11.2% | +13.4% | -24.7% | -15.3% |
| 30D | -45.8% | +11.1% | -56.9% | -48.1% |
| 3M | -51.0% | -18.8% | -32.1% | -47.7% |
| 6M | -22.2% | +10.5% | -32.7% | -25.6% |
| YTD | +36.3% | -3.4% | +39.7% | +30.9% |
| 1Y | +29.0% | +19.7% | +9.3% | +13.5% |
| 3Y | -70.9% | +381.6% | -452.5% | -87.5% |
| All | -96.9% | -17.6% | -79.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling