-67.5%
FCEL vs CART
+112.9%
-180.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +8.6% |
| 7D | +3.0% | +1.5% | +1.5% | +3.0% |
| 30D | -40.0% | +22.4% | -62.4% | -40.9% |
| 3M | -47.0% | +16.5% | -63.6% | -47.8% |
| 6M | -21.0% | +44.9% | -65.9% | -25.0% |
| YTD | +48.0% | +30.0% | +18.0% | +42.4% |
| 1Y | +43.9% | +59.1% | -15.2% | +33.2% |
| 3Y | -67.5% | +138.8% | -206.3% | -78.6% |
| All | -67.5% | +112.9% | -180.4% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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