-100.0%
FCEL vs CBRE
+2,081.6%
-2,181.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.7% | +7.7% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | -40.0% | +5.6% | -45.6% | -41.7% |
| 3M | -47.0% | -6.8% | -40.3% | -45.8% |
| 6M | -21.0% | -5.6% | -15.4% | -20.9% |
| YTD | +48.0% | -14.1% | +62.1% | +52.9% |
| 1Y | +43.9% | -9.5% | +53.4% | +45.1% |
| 3Y | -67.5% | +91.8% | -159.3% | -77.2% |
| 5Y | -96.7% | +30.3% | -127.0% | -97.1% |
| 10Y | -99.0% | +406.9% | -505.9% | -99.5% |
| All | -100.0% | +2,081.6% | -2,181.6% | -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