-99.8%
FCEL vs CPB
+233.5%
-333.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.4% |
| 7D | -15.8% | -8.6% | -7.2% | -14.7% |
| 30D | -29.3% | -7.2% | -22.0% | -28.6% |
| 3M | -30.1% | +0.9% | -31.0% | -31.2% |
| 6M | +74.4% | -11.8% | +86.3% | +75.6% |
| YTD | +104.5% | -19.4% | +123.9% | +108.6% |
| 1Y | +281.4% | -30.4% | +311.8% | +299.9% |
| 3Y | -66.1% | -40.2% | -25.9% | -63.7% |
| 5Y | -91.9% | -39.5% | -52.4% | -91.5% |
| 10Y | -99.2% | -47.4% | -51.8% | -99.2% |
| All | -99.8% | +233.5% | -333.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling