-99.0%
FCEL vs CMS
+137.8%
-236.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +3.9% | -1.1% | +5.0% | +4.3% |
| 30D | -33.1% | +6.6% | -39.7% | -35.1% |
| 3M | -43.0% | +0.8% | -43.8% | -43.4% |
| 6M | -31.3% | -3.3% | -28.0% | -31.4% |
| YTD | +49.8% | +2.7% | +47.1% | +44.5% |
| 1Y | +48.2% | -4.0% | +52.2% | +47.6% |
| 3Y | -64.6% | +37.6% | -102.2% | -70.4% |
| 5Y | -96.7% | +35.4% | -132.2% | -97.3% |
| 10Y | -99.0% | +136.0% | -235.0% | -99.2% |
| All | -99.0% | +137.8% | -236.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling