+94.1%
CRH vs FCEL
-90.6%
+184.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -6.1% | +6.3% | -12.3% | -6.6% |
| 30D | -9.3% | -26.7% | +17.4% | -7.8% |
| 3M | -15.2% | -10.2% | -5.0% | -16.8% |
| 6M | -14.2% | +123.5% | -137.7% | -23.7% |
| YTD | -28.3% | +117.4% | -145.6% | -36.5% |
| 1Y | -21.8% | +146.0% | -167.8% | -32.5% |
| 3Y | +71.6% | -61.9% | +133.5% | +63.4% |
| All | +94.1% | -90.6% | +184.7% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling