+42.4%
FCEL vs CF
+35.9%
+6.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -5.6% |
| 7D | -14.9% | -6.9% | -8.0% | -14.3% |
| 30D | -41.7% | -3.7% | -37.9% | -41.5% |
| 3M | -53.2% | -5.0% | -48.2% | -53.2% |
| 6M | -19.0% | -10.5% | -8.6% | -18.5% |
| YTD | +44.2% | +46.5% | -2.3% | -2.2% |
| 1Y | +42.4% | +34.8% | +7.6% | +8.5% |
| All | +42.4% | +35.9% | +6.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling