+161.3%
FCEL vs CAI
-9.9%
+171.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | +6.3% | -2.9% | +9.2% | +6.6% |
| 30D | -26.7% | +9.3% | -36.0% | -27.2% |
| 3M | -10.2% | +35.2% | -45.4% | -13.6% |
| 6M | +123.5% | +30.7% | +92.8% | +110.8% |
| YTD | +117.4% | -9.8% | +127.2% | +120.4% |
| 1Y | +146.0% | -28.9% | +174.8% | +155.1% |
| All | +161.3% | -9.9% | +171.2% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling