-100.0%
FCEL vs CRL
+1,379.5%
-1,479.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.8% |
| 7D | -15.8% | -1.0% | -14.8% | -15.7% |
| 30D | -29.3% | +10.7% | -39.9% | -33.5% |
| 3M | -30.1% | +55.3% | -85.4% | -45.9% |
| 6M | +74.4% | +60.7% | +13.8% | +28.1% |
| YTD | +104.5% | +44.6% | +59.9% | +58.2% |
| 1Y | +281.4% | +77.7% | +203.6% | +158.3% |
| 3Y | -66.1% | +37.6% | -103.7% | -75.0% |
| 5Y | -91.9% | -35.8% | -56.0% | -91.0% |
| 10Y | -99.2% | +241.7% | -341.0% | -99.6% |
| All | -100.0% | +1,379.5% | -1,479.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling