-99.0%
FCEL vs CAPR
-68.2%
-30.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.9% | +5.0% | -4.7% |
| 7D | -8.3% | +7.6% | -15.9% | -8.5% |
| 30D | -43.0% | +13.3% | -56.3% | -43.2% |
| 3M | -48.2% | +130.4% | -178.5% | -49.6% |
| 6M | -25.0% | -70.8% | +45.8% | -23.9% |
| YTD | +40.6% | -69.3% | +109.9% | +41.8% |
| 1Y | +36.0% | +59.5% | -23.6% | +19.8% |
| 3Y | -66.7% | +216.8% | -283.5% | -72.7% |
| 5Y | -96.7% | +152.7% | -249.4% | -97.3% |
| 10Y | -99.0% | -68.2% | -30.8% | -99.2% |
| All | -99.0% | -68.2% | -30.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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