-100.0%
FCEL vs CBRE
+1,992.7%
-2,092.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.7% |
| 7D | +14.8% | -2.8% | +17.6% | +16.4% |
| 30D | -33.9% | +2.2% | -36.1% | -34.7% |
| 3M | -52.7% | -10.1% | -42.6% | -50.7% |
| 6M | -40.0% | -8.0% | -32.0% | -39.2% |
| YTD | +40.2% | -17.6% | +57.8% | +47.8% |
| 1Y | +32.9% | -14.7% | +47.7% | +38.0% |
| 3Y | -66.8% | +80.4% | -147.2% | -76.0% |
| 5Y | -97.0% | +25.9% | -122.8% | -97.3% |
| 10Y | -99.1% | +379.5% | -478.6% | -99.6% |
| All | -100.0% | +1,992.7% | -2,092.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling