+42.4%
FCEL vs CAI
+12.6%
+29.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.1% |
| 7D | -14.9% | -6.3% | -8.6% | -14.3% |
| 30D | -41.7% | +9.3% | -51.0% | -42.0% |
| 3M | -53.2% | +106.3% | -159.5% | -56.7% |
| 6M | -19.0% | +77.7% | -96.8% | -25.1% |
| YTD | +44.2% | +23.1% | +21.1% | +47.5% |
| 1Y | +42.4% | +6.5% | +35.9% | +49.0% |
| All | +42.4% | +12.6% | +29.9% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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