-99.8%
FCEL vs CPB
+261.2%
-361.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +8.8% |
| 7D | +3.0% | +3.3% | -0.2% | +2.4% |
| 30D | -40.0% | +19.0% | -59.0% | -41.8% |
| 3M | -47.0% | +0.4% | -47.5% | -47.4% |
| 6M | -21.0% | +13.0% | -34.0% | -24.1% |
| YTD | +48.0% | -12.7% | +60.7% | +48.5% |
| 1Y | +43.9% | -20.9% | +64.8% | +47.1% |
| 3Y | -67.5% | -35.4% | -32.1% | -65.7% |
| 5Y | -96.7% | -32.3% | -64.4% | -96.6% |
| 10Y | -99.0% | -40.5% | -58.5% | -99.0% |
| All | -99.8% | +261.2% | -361.0% | -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