-96.7%
FCEL vs CPB
-31.8%
-64.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +8.3% |
| 7D | +3.0% | +3.3% | -0.2% | +4.1% |
| 30D | -40.0% | +19.0% | -59.0% | -37.0% |
| 3M | -47.0% | +0.4% | -47.5% | -46.1% |
| 6M | -21.0% | +13.0% | -34.0% | -18.0% |
| YTD | +48.0% | -12.7% | +60.7% | +53.4% |
| 1Y | +43.9% | -20.9% | +64.8% | +49.5% |
| 3Y | -67.5% | -35.4% | -32.1% | -65.6% |
| 5Y | -96.7% | -32.3% | -64.4% | -95.7% |
| All | -96.7% | -31.8% | -64.9% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling