+48.2%
FCEL vs CRL
+101.9%
-53.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.7% |
| 7D | +3.9% | +5.0% | -1.1% | +3.0% |
| 30D | -33.1% | +13.5% | -46.6% | -33.4% |
| 3M | -43.0% | +21.5% | -64.5% | -43.5% |
| 6M | -31.3% | +103.4% | -134.7% | -35.6% |
| YTD | +49.8% | +71.8% | -22.0% | +41.5% |
| 1Y | +48.2% | +97.5% | -49.3% | +35.8% |
| All | +48.2% | +101.9% | -53.8% | +35.8% |
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