-89.7%
FCEL vs CBRE
+45.8%
-135.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.8% | +22.6% | +21.6% |
| 7D | +4.0% | -1.5% | +5.5% | +4.7% |
| 30D | -13.1% | -4.0% | -9.1% | -11.5% |
| 3M | +14.6% | +8.0% | +6.6% | +3.6% |
| 6M | +133.7% | +4.0% | +129.7% | +113.7% |
| YTD | +143.0% | -11.5% | +154.5% | +149.8% |
| 1Y | +320.9% | -13.0% | +333.9% | +336.0% |
| 3Y | -58.9% | +66.9% | -125.8% | -80.7% |
| 5Y | -89.7% | +45.0% | -134.7% | -94.6% |
| All | -89.7% | +45.8% | -135.4% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling