-100.0%
FCEL vs CAPR
-98.9%
-1.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +26.5% | -20.0% | +5.9% |
| 7D | +3.9% | +25.8% | -21.9% | +3.3% |
| 30D | -33.1% | +50.2% | -83.3% | -33.8% |
| 3M | -43.0% | +185.5% | -228.5% | -44.6% |
| 6M | -31.3% | -64.8% | +33.5% | -30.9% |
| YTD | +49.8% | -61.1% | +110.9% | +49.9% |
| 1Y | +48.2% | +81.0% | -32.8% | +34.5% |
| 3Y | -64.6% | +300.7% | -365.3% | -69.3% |
| 5Y | -96.7% | +223.3% | -320.1% | -97.2% |
| 10Y | -99.0% | -58.8% | -40.3% | -99.2% |
| All | -100.0% | -98.9% | -1.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling