-65.4%
FCEL vs CP
+17.1%
-82.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -15.8% | -2.7% | -13.1% | -14.6% |
| 30D | -29.3% | +0.2% | -29.4% | -29.4% |
| 3M | -30.1% | +2.6% | -32.7% | -32.6% |
| 6M | +74.4% | +6.0% | +68.5% | +62.8% |
| YTD | +104.5% | +24.9% | +79.6% | +65.6% |
| 1Y | +281.4% | +20.1% | +261.3% | +220.0% |
| All | -65.4% | +17.1% | -82.5% | -75.6% |
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