-96.7%
FCEL vs COMP
-18.6%
-78.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -44.4% |
| 3M | -48.2% | -19.4% | -28.7% | -44.5% |
| 6M | -25.0% | +14.6% | -39.5% | -29.0% |
| YTD | +40.6% | -5.5% | +46.1% | +36.4% |
| 1Y | +36.0% | +13.7% | +22.3% | +22.2% |
| 3Y | -66.7% | +409.7% | -476.4% | -86.0% |
| 5Y | -96.7% | -17.0% | -79.6% | -97.1% |
| All | -96.7% | -18.6% | -78.0% | -97.1% |
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