+425.9%
CARR vs FCEL
-56.8%
+482.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -1.4% |
| 7D | +0.6% | +15.1% | -14.4% | -0.6% |
| 30D | -8.7% | -16.4% | +7.8% | -7.8% |
| 3M | -18.4% | -5.3% | -13.1% | -19.9% |
| 6M | -0.6% | +124.5% | -125.1% | -11.6% |
| YTD | +10.9% | +126.7% | -115.7% | -2.2% |
| 1Y | -7.3% | +219.9% | -227.2% | -22.2% |
| 3Y | +2.9% | -61.6% | +64.5% | -2.3% |
| 5Y | +9.6% | -90.5% | +100.2% | +12.3% |
| All | +425.9% | -56.8% | +482.8% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling