+37.5%
FCEL vs CRL
+99.6%
-62.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.7% |
| 30D | -31.6% | +11.9% | -43.5% | -31.7% |
| 3M | -52.4% | +20.2% | -72.6% | -52.6% |
| 6M | -51.4% | +107.5% | -158.9% | -54.2% |
| YTD | +32.4% | +69.4% | -37.0% | +26.3% |
| 1Y | +37.5% | +99.7% | -62.2% | +29.2% |
| All | +37.5% | +99.6% | -62.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling