-6.4%
CARR vs FCEL
+180.7%
-187.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | -3.8% | +6.3% | -10.1% | -4.1% |
| 30D | -8.9% | -26.7% | +17.8% | -7.9% |
| 3M | -17.3% | -10.2% | -7.1% | -17.4% |
| 6M | -1.4% | +123.5% | -124.9% | -6.7% |
| YTD | +10.0% | +117.4% | -107.4% | +3.4% |
| 1Y | -6.4% | +146.0% | -152.3% | -13.6% |
| All | -6.4% | +180.7% | -187.1% | -13.6% |
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