+172.5%
FCEL vs CAI
-11.0%
+183.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -6.4% |
| 7D | +15.1% | -3.1% | +18.2% | +15.4% |
| 30D | -16.4% | +2.7% | -19.1% | -16.5% |
| 3M | -5.3% | +41.7% | -46.9% | -9.5% |
| 6M | +124.5% | +26.5% | +98.1% | +113.2% |
| YTD | +126.7% | -10.9% | +137.6% | +130.1% |
| 1Y | +219.9% | -29.2% | +249.1% | +231.8% |
| All | +172.5% | -11.0% | +183.5% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling