-96.9%
FCEL vs CMS
+32.6%
-129.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.1% | +13.7% | +12.3% |
| 7D | -11.2% | -1.3% | -9.9% | -11.0% |
| 30D | -45.8% | +6.3% | -52.1% | -47.5% |
| 3M | -51.0% | -2.1% | -48.9% | -50.8% |
| 6M | -22.2% | -5.1% | -17.2% | -22.1% |
| YTD | +36.3% | +1.3% | +35.0% | +30.1% |
| 1Y | +29.0% | -1.4% | +30.4% | +25.2% |
| 3Y | -70.9% | +36.9% | -107.8% | -77.8% |
| All | -96.9% | +32.6% | -129.5% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling