-31.3%
FCEL vs CART
+46.7%
-78.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.8% |
| 7D | +3.9% | -0.6% | +4.5% | +3.3% |
| 30D | -33.1% | +23.1% | -56.2% | -24.2% |
| 3M | -43.0% | +19.2% | -62.2% | -36.1% |
| 6M | -31.3% | +45.7% | -77.0% | -8.4% |
| All | -31.3% | +46.7% | -78.0% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling