+1.5%
CARR vs FCEL
-62.7%
+64.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -3.8% | +6.3% | -10.1% | -4.2% |
| 30D | -8.9% | -26.7% | +17.8% | -7.6% |
| 3M | -17.3% | -10.2% | -7.1% | -18.0% |
| 6M | -1.4% | +123.5% | -124.9% | -9.6% |
| YTD | +10.0% | +117.4% | -107.4% | +0.3% |
| 1Y | -6.4% | +146.0% | -152.3% | -16.4% |
| 3Y | +1.5% | -61.9% | +63.4% | +4.4% |
| All | +1.5% | -62.7% | +64.2% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling