-89.7%
FCEL vs CRL
-37.4%
-52.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.7% | +21.5% | +20.2% |
| 7D | +4.0% | -0.6% | +4.5% | +3.6% |
| 30D | -13.1% | +5.0% | -18.0% | -16.0% |
| 3M | +14.6% | +50.6% | -36.0% | -10.2% |
| 6M | +133.7% | +60.9% | +72.8% | +70.1% |
| YTD | +143.0% | +40.7% | +102.2% | +90.2% |
| 1Y | +320.9% | +73.3% | +247.5% | +182.9% |
| 3Y | -58.9% | +40.6% | -99.5% | -70.1% |
| 5Y | -89.7% | -37.0% | -52.7% | -89.5% |
| All | -89.7% | -37.4% | -52.2% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling