-99.1%
FCEL vs CRS
+1,392.1%
-1,491.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.5% |
| 7D | +6.3% | -6.8% | +13.0% | +9.7% |
| 30D | -26.7% | -16.1% | -10.5% | -19.8% |
| 3M | -10.2% | -21.2% | +11.0% | +1.9% |
| 6M | +123.5% | +8.7% | +114.8% | +114.1% |
| YTD | +117.4% | +41.0% | +76.4% | +82.7% |
| 1Y | +146.0% | +82.7% | +63.3% | +79.8% |
| 3Y | -61.9% | +604.8% | -666.7% | -87.4% |
| 5Y | -90.5% | +1,384.7% | -1,475.2% | -97.9% |
| All | -99.1% | +1,392.1% | -1,491.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling