-99.1%
FCEL vs CBRE
+381.8%
-480.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -5.5% |
| 7D | +15.1% | -1.7% | +16.7% | +15.8% |
| 30D | -16.4% | -3.0% | -13.5% | -15.7% |
| 3M | -5.3% | +2.6% | -7.9% | -9.9% |
| 6M | +124.5% | +2.0% | +122.5% | +111.6% |
| YTD | +126.7% | -13.1% | +139.8% | +135.6% |
| 1Y | +219.9% | -13.8% | +233.7% | +232.9% |
| 3Y | -61.6% | +63.9% | -125.5% | -76.1% |
| 5Y | -90.5% | +42.3% | -132.8% | -93.4% |
| 10Y | -99.1% | +401.2% | -500.3% | -99.8% |
| All | -99.1% | +381.8% | -480.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling