+320.9%
FCEL vs CF
+60.9%
+259.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.7% | +18.1% | +18.7% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | -13.1% | +18.1% | -31.1% | -15.3% |
| 3M | +14.6% | +23.4% | -8.8% | +9.1% |
| 6M | +133.7% | +17.1% | +116.6% | +121.3% |
| YTD | +143.0% | +76.2% | +66.7% | +89.1% |
| 1Y | +320.9% | +62.3% | +258.6% | +259.7% |
| All | +320.9% | +60.9% | +259.9% | +259.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling