-97.0%
FCEL vs COMP
-10.9%
-86.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -31.6% | +16.6% | -48.2% | -35.7% |
| 3M | -52.4% | -23.5% | -28.9% | -47.9% |
| 6M | -51.4% | +25.7% | -77.1% | -55.4% |
| YTD | +32.4% | -3.4% | +35.8% | +27.4% |
| 1Y | +37.5% | +7.6% | +29.9% | +26.5% |
| 3Y | -69.3% | +423.6% | -492.9% | -87.3% |
| All | -97.0% | -10.9% | -86.1% | -97.4% |
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 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