-99.1%
FCEL vs CP
+219.6%
-318.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.3% | +19.2% |
| 7D | +4.0% | +2.4% | +1.6% | +1.8% |
| 30D | -13.1% | -0.5% | -12.5% | -13.0% |
| 3M | +14.6% | +1.4% | +13.2% | +10.2% |
| 6M | +133.7% | +10.3% | +123.4% | +106.2% |
| YTD | +143.0% | +24.3% | +118.7% | +92.3% |
| 1Y | +320.9% | +20.4% | +300.4% | +242.7% |
| 3Y | -58.9% | +21.8% | -80.7% | -67.1% |
| 5Y | -89.7% | +31.5% | -121.2% | -92.2% |
| 10Y | -99.1% | +223.2% | -322.3% | -99.7% |
| All | -99.1% | +219.6% | -318.7% | -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