-60.3%
FCEL vs CLBK
+51.6%
-111.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -5.8% |
| 7D | +15.1% | -1.5% | +16.5% | +16.2% |
| 30D | -16.4% | +6.7% | -23.1% | -20.0% |
| 3M | -5.3% | +21.2% | -26.4% | -16.4% |
| 6M | +124.5% | +42.0% | +82.6% | +79.3% |
| YTD | +126.7% | +63.3% | +63.4% | +62.6% |
| 1Y | +219.9% | +65.4% | +154.5% | +127.3% |
| All | -60.3% | +51.6% | -111.8% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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