-91.7%
FCEL vs COMP
-31.2%
-60.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -15.8% | +1.4% | -17.2% | -16.4% |
| 30D | -29.3% | -13.3% | -16.0% | -25.8% |
| 3M | -30.1% | +41.1% | -71.3% | -38.5% |
| 6M | +74.4% | +17.2% | +57.3% | +58.8% |
| YTD | +104.5% | +5.2% | +99.3% | +91.6% |
| 1Y | +281.4% | +18.9% | +262.4% | +232.5% |
| 3Y | -66.1% | +215.9% | -282.0% | -82.8% |
| All | -91.7% | -31.2% | -60.5% | -90.6% |
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