-73.9%
FCEL vs ZCMD
-100.0%
+26.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.3% | +18.8% |
| 7D | +4.0% | -1.4% | +5.4% | +3.9% |
| 30D | -13.1% | -21.6% | +8.5% | -12.2% |
| 3M | +14.6% | -67.4% | +81.9% | +10.3% |
| 6M | +133.7% | -99.4% | +233.1% | +171.4% |
| YTD | +143.0% | -99.7% | +242.7% | +199.5% |
| 1Y | +320.9% | -99.9% | +420.7% | +451.0% |
| 3Y | -58.9% | -100.0% | +41.1% | -35.6% |
| 5Y | -89.7% | -100.0% | +10.3% | -84.0% |
| All | -73.9% | -100.0% | +26.1% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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