-73.3%
FCEL vs CART
+40.2%
-113.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.6% |
| 7D | -2.8% | +1.3% | -4.1% | -2.9% |
| 30D | -31.6% | +19.2% | -50.8% | -32.9% |
| 3M | -52.4% | +17.6% | -70.0% | -53.5% |
| 6M | -51.4% | +47.4% | -98.8% | -54.7% |
| YTD | +32.4% | +30.9% | +1.5% | +25.8% |
| 1Y | +37.5% | +46.0% | -8.5% | +27.4% |
| 3Y | -69.3% | +130.3% | -199.6% | -78.3% |
| All | -73.3% | +40.2% | -113.5% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling