-99.7%
FCEL vs CRS
+8,425.4%
-8,525.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.5% | +22.3% | +20.6% |
| 7D | +4.0% | -3.1% | +7.0% | +5.5% |
| 30D | -13.1% | -19.6% | +6.5% | -2.7% |
| 3M | +14.6% | -8.1% | +22.7% | +21.1% |
| 6M | +133.7% | +18.6% | +115.1% | +112.9% |
| YTD | +143.0% | +45.9% | +97.1% | +98.6% |
| 1Y | +320.9% | +82.5% | +238.4% | +201.3% |
| 3Y | -58.9% | +648.9% | -707.8% | -87.0% |
| 5Y | -89.7% | +1,438.1% | -1,527.8% | -97.8% |
| 10Y | -99.1% | +1,327.0% | -1,426.1% | -99.8% |
| All | -99.7% | +8,425.4% | -8,525.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling