-99.1%
FCEL vs CPB
-44.2%
-54.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.7% |
| 7D | +15.1% | -8.0% | +23.1% | +14.5% |
| 30D | -16.4% | -2.4% | -14.0% | -16.5% |
| 3M | -5.3% | +0.5% | -5.8% | -5.3% |
| 6M | +124.5% | -10.5% | +135.0% | +125.9% |
| YTD | +126.7% | -17.5% | +144.2% | +128.7% |
| 1Y | +219.9% | -31.0% | +250.9% | +226.0% |
| 3Y | -61.6% | -40.6% | -21.0% | -60.6% |
| 5Y | -90.5% | -37.7% | -52.8% | -90.3% |
| 10Y | -99.1% | -43.4% | -55.7% | -99.1% |
| All | -99.1% | -44.2% | -54.9% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling