-70.9%
FCEL vs CF
+57.7%
-128.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.7% | +10.8% | +11.3% |
| 7D | -11.3% | -3.2% | -8.1% | -10.6% |
| 30D | -45.8% | +4.3% | -50.1% | -46.7% |
| 3M | -51.0% | +2.8% | -53.8% | -52.1% |
| 6M | -22.3% | +0.6% | -22.9% | -24.6% |
| YTD | +36.2% | +56.6% | -20.4% | +5.6% |
| 1Y | +29.0% | +49.6% | -20.7% | +2.0% |
| 3Y | -70.9% | +61.5% | -132.4% | -80.7% |
| All | -70.9% | +57.7% | -128.6% | -80.7% |
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 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