+320.9%
FCEL vs CMS
-0.5%
+321.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.5% | +18.3% | +19.0% |
| 7D | +4.0% | +1.2% | +2.8% | +4.6% |
| 30D | -13.1% | -3.2% | -9.9% | -14.6% |
| 3M | +14.6% | -2.2% | +16.8% | +8.9% |
| 6M | +133.7% | -9.4% | +143.1% | +122.5% |
| YTD | +143.0% | +0.7% | +142.3% | +115.7% |
| 1Y | +320.9% | +0.4% | +320.5% | +296.4% |
| All | +320.9% | -0.5% | +321.3% | +296.4% |
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