-99.8%
FCEL vs CPB
+256.9%
-356.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.8% |
| 7D | -8.3% | +2.9% | -11.2% | -8.8% |
| 30D | -43.0% | +17.6% | -60.6% | -44.6% |
| 3M | -48.2% | +2.0% | -50.2% | -48.7% |
| 6M | -25.0% | +11.6% | -36.6% | -27.8% |
| YTD | +40.6% | -13.8% | +54.4% | +41.3% |
| 1Y | +36.0% | -21.6% | +57.5% | +39.2% |
| 3Y | -66.7% | -35.8% | -30.9% | -64.9% |
| 5Y | -96.7% | -33.3% | -63.4% | -96.6% |
| 10Y | -99.0% | -39.4% | -59.6% | -99.0% |
| All | -99.8% | +256.9% | -356.7% | -99.9% |
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