-97.9%
FCEL vs COMP
-56.6%
-41.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -8.2% | -7.1% | -12.2% |
| 7D | -26.7% | -1.8% | -24.9% | -26.2% |
| 30D | -56.8% | -0.8% | -56.0% | -56.9% |
| 3M | -57.8% | -28.1% | -29.6% | -52.8% |
| 6M | -34.1% | +27.0% | -61.1% | -41.5% |
| YTD | +22.2% | -12.8% | +34.9% | +21.7% |
| 1Y | +5.2% | +4.9% | +0.3% | -3.0% |
| 3Y | -76.2% | +321.0% | -397.2% | -89.4% |
| 5Y | -96.7% | -25.6% | -71.1% | -97.1% |
| All | -97.9% | -56.6% | -41.3% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling