-97.9%
FCEL vs CLBK
+67.9%
-165.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -15.8% | +1.2% | -17.0% | -16.7% |
| 30D | -29.3% | +9.1% | -38.4% | -33.4% |
| 3M | -30.1% | +27.7% | -57.8% | -40.9% |
| 6M | +74.4% | +40.8% | +33.6% | +38.0% |
| YTD | +104.5% | +66.4% | +38.1% | +41.7% |
| 1Y | +281.4% | +72.4% | +209.0% | +158.4% |
| 3Y | -66.1% | +50.7% | -116.8% | -75.3% |
| 5Y | -91.9% | +42.9% | -134.8% | -94.3% |
| All | -97.9% | +67.9% | -165.8% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling