+245.6%
CRH vs FCEL
-99.1%
+344.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -6.1% | +6.3% | -12.3% | -6.4% |
| 30D | -9.3% | -26.7% | +17.4% | -8.2% |
| 3M | -15.2% | -10.2% | -5.0% | -16.2% |
| 6M | -14.2% | +123.5% | -137.7% | -20.1% |
| YTD | -28.3% | +117.4% | -145.6% | -33.3% |
| 1Y | -21.8% | +146.0% | -167.8% | -28.4% |
| 3Y | +71.6% | -61.9% | +133.5% | +64.5% |
| 5Y | +96.6% | -90.5% | +187.1% | +95.8% |
| All | +245.6% | -99.1% | +344.8% | +281.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling