-99.1%
FCEL vs CF
+481.7%
-580.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.6% | -6.1% |
| 7D | -8.3% | +4.8% | -13.0% | -10.6% |
| 30D | -43.0% | +9.7% | -52.7% | -46.0% |
| 3M | -48.2% | +1.2% | -49.4% | -49.6% |
| 6M | -25.0% | +7.4% | -32.3% | -30.4% |
| YTD | +40.6% | +60.5% | -19.9% | +4.9% |
| 1Y | +36.0% | +50.7% | -14.8% | +4.4% |
| 3Y | -66.7% | +64.8% | -131.5% | -76.4% |
| 5Y | -96.7% | +115.8% | -212.4% | -98.1% |
| All | -99.1% | +481.7% | -580.8% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling