-99.0%
FCEL vs CP
+261.0%
-360.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +7.0% |
| 7D | +3.0% | +2.8% | +0.3% | +0.6% |
| 30D | -40.0% | +11.3% | -51.3% | -45.6% |
| 3M | -47.0% | +2.9% | -49.9% | -48.7% |
| 6M | -21.0% | +9.8% | -30.8% | -29.5% |
| YTD | +48.0% | +28.5% | +19.5% | +13.0% |
| 1Y | +43.9% | +33.5% | +10.4% | +6.5% |
| 3Y | -67.5% | +31.9% | -99.4% | -75.9% |
| 5Y | -96.7% | +25.5% | -122.2% | -97.4% |
| 10Y | -99.0% | +257.6% | -356.6% | -99.7% |
| All | -99.0% | +261.0% | -360.0% | -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