-100.0%
FCEL vs CRL
+1,712.0%
-1,812.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.7% | +3.9% | +6.1% |
| 7D | +3.0% | +4.4% | -1.3% | +1.4% |
| 30D | -40.0% | +17.1% | -57.1% | -44.4% |
| 3M | -47.0% | +32.1% | -79.1% | -54.5% |
| 6M | -21.0% | +98.9% | -120.0% | -47.2% |
| YTD | +48.0% | +77.1% | -29.1% | +3.0% |
| 1Y | +43.9% | +110.3% | -66.4% | -9.4% |
| 3Y | -67.5% | +108.5% | -176.0% | -80.9% |
| 5Y | -96.7% | -7.9% | -88.8% | -96.9% |
| 10Y | -99.0% | +368.9% | -467.9% | -99.6% |
| All | -100.0% | +1,712.0% | -1,812.0% | -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