-97.0%
FCEL vs CP
+25.5%
-122.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.2% |
| 7D | -2.8% | +2.1% | -5.0% | -4.2% |
| 30D | -31.6% | +9.3% | -41.0% | -36.6% |
| 3M | -52.4% | +0.5% | -52.9% | -52.9% |
| 6M | -51.4% | +10.4% | -61.8% | -56.6% |
| YTD | +32.4% | +28.7% | +3.7% | +0.8% |
| 1Y | +37.5% | +33.2% | +4.3% | +1.5% |
| 3Y | -69.3% | +38.4% | -107.7% | -78.7% |
| All | -97.0% | +25.5% | -122.5% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling