-99.1%
FCEL vs CRL
+350.3%
-449.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.7% |
| 30D | -31.6% | +11.9% | -43.5% | -35.2% |
| 3M | -52.4% | +20.2% | -72.6% | -57.1% |
| 6M | -51.4% | +107.5% | -158.9% | -68.7% |
| YTD | +32.4% | +69.4% | -37.0% | -7.2% |
| 1Y | +37.5% | +99.7% | -62.2% | -13.4% |
| 3Y | -69.3% | +98.8% | -168.0% | -82.2% |
| 5Y | -97.1% | -12.4% | -84.7% | -97.2% |
| All | -99.1% | +350.3% | -449.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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