-99.1%
FCEL vs CMS
+117.1%
-216.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.5% | +18.3% | +18.6% |
| 7D | +4.0% | +1.2% | +2.8% | +3.5% |
| 30D | -13.1% | -3.2% | -9.9% | -12.0% |
| 3M | +14.6% | -2.2% | +16.8% | +14.3% |
| 6M | +133.7% | -9.4% | +143.1% | +139.4% |
| YTD | +143.0% | +0.7% | +142.3% | +137.3% |
| 1Y | +320.9% | +0.4% | +320.5% | +311.8% |
| 3Y | -58.9% | +35.2% | -94.1% | -65.2% |
| 5Y | -89.7% | +24.1% | -113.8% | -91.0% |
| 10Y | -99.1% | +115.8% | -214.9% | -99.2% |
| All | -99.1% | +117.1% | -216.2% | -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