-99.0%
FCEL vs CMS
+127.7%
-226.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.4% |
| 7D | +3.0% | -0.9% | +4.0% | +3.3% |
| 30D | -40.0% | +7.1% | -47.1% | -41.9% |
| 3M | -47.0% | -1.3% | -45.8% | -47.0% |
| 6M | -21.0% | -2.7% | -18.4% | -21.3% |
| YTD | +48.0% | +2.6% | +45.4% | +42.8% |
| 1Y | +43.9% | -2.0% | +45.9% | +41.9% |
| 3Y | -67.5% | +39.6% | -107.1% | -73.1% |
| 5Y | -96.7% | +35.3% | -132.0% | -97.2% |
| 10Y | -99.0% | +132.3% | -231.3% | -99.3% |
| All | -99.0% | +127.7% | -226.7% | -99.3% |
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