-100.0%
FCEL vs CRL
+1,647.7%
-1,747.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.8% | -6.1% |
| 7D | +14.8% | +8.9% | +5.9% | +10.1% |
| 30D | -33.9% | +14.0% | -47.8% | -37.8% |
| 3M | -52.7% | +19.8% | -72.5% | -57.2% |
| 6M | -40.0% | +102.0% | -142.1% | -60.0% |
| YTD | +40.2% | +70.8% | -30.6% | -0.5% |
| 1Y | +32.9% | +98.7% | -65.8% | -13.6% |
| 3Y | -66.8% | +98.2% | -165.0% | -79.9% |
| 5Y | -97.0% | -11.7% | -85.3% | -97.1% |
| 10Y | -99.1% | +356.7% | -455.7% | -99.6% |
| All | -100.0% | +1,647.7% | -1,747.7% | -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