-97.0%
FCEL vs CLBK
+27.9%
-124.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.2% | -5.7% |
| 7D | +14.8% | +2.5% | +12.3% | +13.3% |
| 30D | -33.9% | +3.7% | -37.5% | -35.4% |
| 3M | -52.7% | -3.3% | -49.4% | -51.9% |
| 6M | -40.0% | +29.6% | -69.7% | -48.4% |
| YTD | +40.2% | +60.3% | -20.0% | +4.5% |
| 1Y | +32.9% | +63.4% | -30.5% | -2.0% |
| 3Y | -66.8% | +53.8% | -120.7% | -74.9% |
| 5Y | -97.0% | +29.0% | -125.9% | -97.7% |
| All | -97.0% | +27.9% | -124.8% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling