-99.1%
FCEL vs CF
+561.7%
-660.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.7% | +10.8% | +11.2% |
| 7D | -11.2% | -3.2% | -8.1% | -10.5% |
| 30D | -45.8% | +4.3% | -50.1% | -47.5% |
| 3M | -51.0% | +2.8% | -53.8% | -52.7% |
| 6M | -22.2% | +0.6% | -22.9% | -25.7% |
| YTD | +36.3% | +56.6% | -20.4% | +3.0% |
| 1Y | +29.0% | +49.6% | -20.6% | -0.5% |
| 3Y | -70.9% | +61.5% | -132.4% | -79.1% |
| 5Y | -96.3% | +124.0% | -220.3% | -97.9% |
| All | -99.1% | +561.7% | -660.8% | -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