-67.5%
FCEL vs CRL
+99.4%
-166.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.7% | +3.9% | +6.8% |
| 7D | +3.0% | +4.4% | -1.3% | +1.8% |
| 30D | -40.0% | +17.1% | -57.1% | -42.9% |
| 3M | -47.0% | +32.1% | -79.1% | -52.2% |
| 6M | -21.0% | +98.9% | -120.0% | -40.2% |
| YTD | +48.0% | +77.1% | -29.1% | +16.0% |
| 1Y | +43.9% | +110.3% | -66.4% | +3.5% |
| 3Y | -67.5% | +108.5% | -176.0% | -83.1% |
| All | -67.5% | +99.4% | -166.9% | -83.1% |
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