+7.1%
CRM vs FCEL
+269.1%
-262.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.9% |
| 7D | +1.3% | -15.8% | +17.1% | +0.7% |
| 30D | +34.3% | -29.3% | +63.6% | +33.0% |
| 3M | +37.7% | -30.1% | +67.8% | +36.5% |
| 6M | +34.9% | +74.4% | -39.5% | +28.5% |
| YTD | -1.6% | +104.5% | -106.2% | -7.2% |
| 1Y | +7.1% | +281.4% | -274.2% | -2.9% |
| All | +7.1% | +269.1% | -262.0% | -2.9% |
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