-99.0%
FCEL vs CBRE
+387.8%
-486.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +3.9% | -4.6% | +8.5% | +7.6% |
| 30D | -33.1% | +3.0% | -36.1% | -34.7% |
| 3M | -43.0% | -8.7% | -34.2% | -40.3% |
| 6M | -31.3% | -7.9% | -23.4% | -30.3% |
| YTD | +49.8% | -16.3% | +66.1% | +58.9% |
| 1Y | +48.2% | -13.1% | +61.3% | +53.0% |
| 3Y | -64.6% | +83.1% | -147.7% | -79.8% |
| 5Y | -96.7% | +27.7% | -124.4% | -97.6% |
| 10Y | -99.0% | +386.9% | -485.9% | -99.7% |
| All | -99.0% | +387.8% | -486.8% | -99.7% |
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