+43.1%
FCEL vs CMS
-1.1%
+44.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +9.0% |
| 7D | +3.0% | -0.9% | +4.0% | +2.5% |
| 30D | -40.0% | +7.1% | -47.1% | -37.4% |
| 3M | -47.0% | -1.3% | -45.8% | -47.7% |
| 6M | -21.0% | -2.7% | -18.4% | -24.6% |
| YTD | +48.0% | +2.6% | +45.4% | +26.0% |
| All | +43.1% | -1.1% | +44.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling