-65.4%
FCEL vs CF
+73.9%
-139.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.9% |
| 7D | -15.8% | +6.0% | -21.8% | -17.7% |
| 30D | -29.3% | +14.8% | -44.1% | -32.8% |
| 3M | -30.1% | +14.1% | -44.2% | -34.0% |
| 6M | +74.4% | +28.5% | +45.9% | +50.9% |
| YTD | +104.5% | +74.9% | +29.6% | +52.7% |
| 1Y | +281.4% | +61.7% | +219.7% | +193.8% |
| All | -65.4% | +73.9% | -139.3% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling