-99.8%
FCEL vs CP
+10,320.3%
-10,420.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.7% | +13.2% | +12.6% |
| 7D | -11.2% | +2.8% | -14.0% | -13.0% |
| 30D | -45.8% | +10.2% | -56.0% | -49.4% |
| 3M | -51.0% | +2.4% | -53.3% | -52.1% |
| 6M | -22.2% | +7.7% | -29.9% | -27.7% |
| YTD | +36.3% | +26.0% | +10.3% | +13.5% |
| 1Y | +29.0% | +34.6% | -5.6% | +3.2% |
| 3Y | -70.9% | +26.7% | -97.6% | -75.7% |
| 5Y | -96.3% | +24.9% | -121.2% | -96.8% |
| 10Y | -99.1% | +258.6% | -357.7% | -99.6% |
| All | -99.8% | +10,320.3% | -10,420.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling