+156.4%
FCEL vs CAI
-11.0%
+167.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -6.0% | -5.9% |
| 7D | +6.3% | -5.1% | +11.3% | +6.8% |
| 30D | -18.8% | +3.9% | -22.7% | -19.0% |
| 3M | -3.8% | +40.1% | -43.9% | -8.0% |
| 6M | +121.1% | +29.7% | +91.5% | +108.6% |
| YTD | +113.3% | -10.9% | +124.2% | +116.4% |
| 1Y | +173.5% | -28.0% | +201.5% | +183.6% |
| All | +156.4% | -11.0% | +167.4% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling