+32.9%
FCEL vs CAPR
+65.7%
-32.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.7% | +2.3% | -6.3% |
| 7D | +14.8% | +19.1% | -4.3% | +14.7% |
| 30D | -33.9% | +48.8% | -82.7% | -34.0% |
| 3M | -52.7% | +144.4% | -197.1% | -52.8% |
| 6M | -40.0% | -67.5% | +27.5% | -40.0% |
| YTD | +40.2% | -64.5% | +104.7% | +40.0% |
| 1Y | +32.9% | +74.4% | -41.5% | +29.5% |
| All | +32.9% | +65.7% | -32.8% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling