-96.9%
FCEL vs CAPR
+142.6%
-239.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +4.7% | +6.9% | +11.4% |
| 7D | -11.2% | +41.1% | -52.3% | -12.2% |
| 30D | -45.8% | +11.1% | -56.9% | -46.0% |
| 3M | -51.0% | +115.3% | -166.3% | -52.4% |
| 6M | -22.2% | -73.8% | +51.6% | -20.8% |
| YTD | +36.3% | -68.8% | +105.1% | +37.4% |
| 1Y | +29.0% | +43.3% | -14.3% | +10.7% |
| 3Y | -70.9% | +214.7% | -285.6% | -83.4% |
| All | -96.9% | +142.6% | -239.5% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling