-69.3%
FCEL vs CAPR
+239.1%
-308.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.9% | +1.4% | -5.4% |
| 7D | -2.8% | +5.9% | -8.7% | -2.9% |
| 30D | -31.6% | +44.6% | -76.3% | -32.2% |
| 3M | -52.4% | +126.4% | -178.8% | -53.3% |
| 6M | -51.4% | -68.6% | +17.2% | -51.0% |
| YTD | +32.4% | -67.0% | +99.4% | +32.9% |
| 1Y | +37.5% | +65.2% | -27.7% | +23.1% |
| 3Y | -69.3% | +235.6% | -304.8% | -83.7% |
| All | -69.3% | +239.1% | -308.4% | -83.7% |
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