-99.8%
FCEL vs CMS
+1,172.6%
-1,272.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -15.8% | +0.4% | -16.2% | -16.0% |
| 30D | -29.3% | -3.6% | -25.7% | -28.2% |
| 3M | -30.1% | -1.9% | -28.2% | -30.3% |
| 6M | +74.4% | -11.0% | +85.4% | +80.5% |
| YTD | +104.5% | +0.2% | +104.3% | +101.2% |
| 1Y | +281.4% | -1.3% | +282.7% | +277.5% |
| 3Y | -66.1% | +35.9% | -102.0% | -70.8% |
| 5Y | -91.9% | +23.1% | -114.9% | -92.8% |
| 10Y | -99.2% | +117.9% | -217.1% | -99.5% |
| All | -99.8% | +1,172.6% | -1,272.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling