-90.7%
FCEL vs CRS
+1,358.7%
-1,449.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -4.8% |
| 7D | +6.3% | -4.1% | +10.4% | +8.2% |
| 30D | -18.8% | -16.6% | -2.2% | -11.0% |
| 3M | -3.8% | -14.3% | +10.4% | +5.3% |
| 6M | +121.1% | +11.6% | +109.5% | +110.0% |
| YTD | +113.3% | +42.6% | +70.7% | +78.8% |
| 1Y | +173.5% | +81.8% | +91.7% | +100.8% |
| 3Y | -63.9% | +632.1% | -696.0% | -89.8% |
| 5Y | -90.7% | +1,401.6% | -1,492.3% | -98.4% |
| All | -90.7% | +1,358.7% | -1,449.4% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling