-69.3%
FCEL vs CF
+68.9%
-138.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -2.8% | +4.8% | -7.6% | -3.9% |
| 30D | -31.6% | +4.7% | -36.4% | -32.6% |
| 3M | -52.4% | +7.4% | -59.8% | -53.9% |
| 6M | -51.4% | +0.6% | -52.0% | -52.3% |
| YTD | +32.4% | +64.1% | -31.7% | +1.7% |
| 1Y | +37.5% | +51.4% | -13.9% | +9.3% |
| 3Y | -69.3% | +67.8% | -137.1% | -80.1% |
| All | -69.3% | +68.9% | -138.2% | -80.1% |
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