-58.8%
FCEL vs CART
+21.6%
-80.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -15.8% | +1.0% | -16.9% | -16.0% |
| 30D | -29.3% | +12.6% | -41.9% | -31.0% |
| 3M | -30.1% | +23.1% | -53.3% | -32.9% |
| 6M | +74.4% | +39.5% | +34.9% | +63.3% |
| YTD | +104.5% | +13.5% | +91.0% | +97.8% |
| 1Y | +281.4% | +14.9% | +266.5% | +265.2% |
| All | -58.8% | +21.6% | -80.4% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling