+5,760.6%
CRM vs FCEL
-100.0%
+5,860.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | -4.4% | +6.3% | -10.7% | -5.1% |
| 30D | +28.1% | -26.7% | +54.8% | +30.7% |
| 3M | +48.8% | -10.2% | +59.0% | +45.2% |
| 6M | +28.3% | +123.5% | -95.2% | +11.4% |
| YTD | -6.0% | +117.4% | -123.4% | -18.9% |
| 1Y | +1.4% | +146.0% | -144.5% | -15.0% |
| 3Y | +11.8% | -61.9% | +73.7% | +2.0% |
| 5Y | -2.0% | -90.5% | +88.5% | -2.1% |
| 10Y | +239.6% | -99.1% | +338.8% | +237.5% |
| All | +5,760.6% | -100.0% | +5,860.6% | +6,177.0% |
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 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