-69.3%
FCEL vs CP
+36.4%
-105.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | -2.8% | +2.1% | -5.0% | -3.8% |
| 30D | -31.6% | +9.3% | -41.0% | -35.1% |
| 3M | -52.4% | +0.5% | -52.9% | -52.7% |
| 6M | -51.4% | +10.4% | -61.8% | -55.4% |
| YTD | +32.4% | +28.7% | +3.7% | +5.3% |
| 1Y | +37.5% | +33.2% | +4.3% | +6.4% |
| 3Y | -69.3% | +38.4% | -107.7% | -82.5% |
| All | -69.3% | +36.4% | -105.7% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling