-99.0%
FCEL vs CF
+546.3%
-645.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.7% |
| 7D | +3.0% | -0.9% | +3.9% | +2.8% |
| 30D | -40.0% | +6.9% | -46.9% | -42.5% |
| 3M | -47.0% | +4.8% | -51.9% | -49.4% |
| 6M | -21.0% | +4.7% | -25.7% | -25.9% |
| YTD | +48.0% | +56.5% | -8.5% | +11.8% |
| 1Y | +43.9% | +48.4% | -4.5% | +11.3% |
| 3Y | -67.5% | +59.1% | -126.7% | -76.5% |
| 5Y | -96.7% | +109.5% | -206.2% | -98.0% |
| 10Y | -99.0% | +487.0% | -586.0% | -99.7% |
| All | -99.0% | +546.3% | -645.3% | -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