-14.6%
CRH vs FCEL
+269.1%
-283.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.4% |
| 7D | -1.7% | -15.8% | +14.2% | -1.3% |
| 30D | -5.4% | -29.3% | +23.9% | -4.6% |
| 3M | -11.2% | -30.1% | +18.9% | -11.7% |
| 6M | -15.8% | +74.4% | -90.3% | -22.3% |
| YTD | -23.6% | +104.5% | -128.1% | -30.7% |
| 1Y | -14.6% | +281.4% | -296.0% | -21.6% |
| All | -14.6% | +269.1% | -283.7% | -21.6% |
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