-65.9%
FCEL vs CAPR
+56.4%
-122.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.9% |
| 7D | -15.8% | -2.0% | -13.8% | -15.8% |
| 30D | -29.3% | +139.2% | -168.5% | -30.6% |
| 3M | -30.1% | -66.4% | +36.2% | -29.6% |
| 6M | +74.4% | -63.1% | +137.6% | +75.0% |
| YTD | +104.5% | -67.4% | +171.9% | +105.7% |
| 1Y | +281.4% | +58.2% | +223.1% | +240.6% |
| All | -65.9% | +56.4% | -122.3% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling