-4.6%
CARR vs FCEL
+269.1%
-273.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | +1.6% | -15.8% | +17.4% | +2.1% |
| 30D | -8.7% | -29.3% | +20.5% | -7.8% |
| 3M | -12.6% | -30.1% | +17.6% | -12.2% |
| 6M | -1.5% | +74.4% | -76.0% | -4.2% |
| YTD | +14.3% | +104.5% | -90.2% | +9.9% |
| 1Y | -4.6% | +281.4% | -286.0% | -4.6% |
| All | -4.6% | +269.1% | -273.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling