+36.0%
FCEL vs CF
+50.8%
-14.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.6% | -5.0% |
| 7D | -8.3% | +4.8% | -13.0% | -8.2% |
| 30D | -43.0% | +9.7% | -52.7% | -43.3% |
| 3M | -48.2% | +1.2% | -49.4% | -48.2% |
| 6M | -25.0% | +7.4% | -32.3% | -27.0% |
| YTD | +40.6% | +60.5% | -19.9% | +1.8% |
| 1Y | +36.0% | +50.7% | -14.8% | +4.7% |
| All | +36.0% | +50.8% | -14.9% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling