+36.0%
FCEL vs CP
+32.8%
+3.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -5.1% |
| 7D | -8.3% | +2.8% | -11.1% | -7.6% |
| 30D | -43.0% | +11.0% | -54.0% | -41.7% |
| 3M | -48.2% | +3.8% | -52.0% | -47.5% |
| 6M | -25.0% | +9.5% | -34.4% | -24.4% |
| YTD | +40.6% | +28.2% | +12.4% | +29.7% |
| 1Y | +36.0% | +33.0% | +3.0% | +20.7% |
| All | +36.0% | +32.8% | +3.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling