-65.9%
FCEL vs CPB
-40.7%
-25.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.2% |
| 7D | -15.8% | -8.6% | -7.2% | -17.3% |
| 30D | -29.3% | -7.2% | -22.0% | -30.2% |
| 3M | -30.1% | +0.9% | -31.0% | -30.2% |
| 6M | +74.4% | -11.8% | +86.3% | +77.0% |
| YTD | +104.5% | -19.4% | +123.9% | +109.1% |
| 1Y | +281.4% | -30.4% | +311.8% | +300.0% |
| All | -65.9% | -40.7% | -25.1% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling