-99.1%
FCEL vs CP
+259.0%
-358.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -7.1% |
| 7D | +14.8% | +0.9% | +13.9% | +13.8% |
| 30D | -33.9% | +10.3% | -44.2% | -39.5% |
| 3M | -52.7% | +2.3% | -55.0% | -54.1% |
| 6M | -40.0% | +10.7% | -50.7% | -46.8% |
| YTD | +40.2% | +29.3% | +10.9% | +6.4% |
| 1Y | +32.9% | +31.5% | +1.5% | -0.3% |
| 3Y | -66.8% | +36.7% | -103.5% | -76.2% |
| 5Y | -97.0% | +26.8% | -123.7% | -97.7% |
| All | -99.1% | +259.0% | -358.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling