-58.9%
FCEL vs CBRE
+67.4%
-126.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.8% | +22.6% | +20.5% |
| 7D | +4.0% | -1.5% | +5.5% | +4.4% |
| 30D | -13.1% | -4.0% | -9.1% | -12.0% |
| 3M | +14.6% | +8.0% | +6.6% | +7.4% |
| 6M | +133.7% | +4.0% | +129.7% | +120.0% |
| YTD | +143.0% | -11.5% | +154.5% | +149.8% |
| 1Y | +320.9% | -13.0% | +333.9% | +335.8% |
| 3Y | -58.9% | +66.9% | -125.8% | -82.8% |
| All | -58.9% | +67.4% | -126.3% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling