-99.1%
FCEL vs CRL
+244.4%
-343.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.2% |
| 7D | +15.1% | -4.6% | +19.7% | +17.8% |
| 30D | -16.4% | +0.5% | -16.9% | -17.4% |
| 3M | -5.3% | +46.6% | -51.9% | -25.9% |
| 6M | +124.5% | +57.3% | +67.3% | +62.5% |
| YTD | +126.7% | +39.5% | +87.1% | +75.2% |
| 1Y | +219.9% | +76.9% | +143.0% | +109.0% |
| 3Y | -61.6% | +39.4% | -101.0% | -72.8% |
| 5Y | -90.5% | -37.2% | -53.3% | -89.1% |
| 10Y | -99.1% | +253.4% | -352.5% | -99.6% |
| All | -99.1% | +244.4% | -343.6% | -99.6% |
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