-60.3%
FCEL vs CRS
+636.8%
-697.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +15.1% | -0.5% | +15.6% | +15.0% |
| 30D | -16.4% | -18.1% | +1.7% | -9.6% |
| 3M | -5.3% | -12.4% | +7.2% | +1.3% |
| 6M | +124.5% | +15.9% | +108.6% | +115.3% |
| YTD | +126.7% | +45.8% | +80.8% | +100.1% |
| 1Y | +219.9% | +87.8% | +132.1% | +158.3% |
| All | -60.3% | +636.8% | -697.0% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling