-99.2%
FCEL vs CF
+575.3%
-674.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +3.3% |
| 7D | -15.8% | +6.0% | -21.8% | -18.4% |
| 30D | -29.3% | +14.8% | -44.1% | -34.1% |
| 3M | -30.1% | +14.1% | -44.2% | -35.5% |
| 6M | +74.4% | +28.5% | +45.9% | +47.8% |
| YTD | +104.5% | +74.9% | +29.6% | +49.6% |
| 1Y | +281.4% | +61.7% | +219.7% | +188.3% |
| 3Y | -66.1% | +80.3% | -146.4% | -76.4% |
| 5Y | -91.9% | +226.0% | -317.8% | -96.1% |
| All | -99.2% | +575.3% | -674.5% | -99.8% |
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