-58.9%
FCEL vs CRL
+37.9%
-96.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.7% | +21.5% | +19.8% |
| 7D | +4.0% | -0.6% | +4.5% | +3.7% |
| 30D | -13.1% | +5.0% | -18.0% | -15.3% |
| 3M | +14.6% | +50.6% | -36.0% | -4.4% |
| 6M | +133.7% | +60.9% | +72.8% | +84.6% |
| YTD | +143.0% | +40.7% | +102.2% | +103.5% |
| 1Y | +320.9% | +73.3% | +247.5% | +211.2% |
| 3Y | -58.9% | +40.6% | -99.5% | -69.8% |
| All | -58.9% | +37.9% | -96.8% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling