-100.0%
FCEL vs CAPR
-99.0%
-1.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.4% | -0.8% | +8.4% |
| 7D | +3.0% | +36.0% | -33.0% | +2.3% |
| 30D | -40.0% | +25.8% | -65.8% | -40.3% |
| 3M | -47.0% | +140.8% | -187.9% | -48.3% |
| 6M | -21.0% | -67.6% | +46.6% | -20.4% |
| YTD | +48.0% | -65.9% | +113.9% | +48.6% |
| 1Y | +43.9% | +66.1% | -22.2% | +30.9% |
| 3Y | -67.5% | +256.9% | -324.4% | -71.7% |
| 5Y | -96.7% | +172.1% | -268.8% | -97.1% |
| 10Y | -99.0% | -64.7% | -34.3% | -99.2% |
| All | -100.0% | -99.0% | -1.0% | -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