-99.8%
FCEL vs CRS
+5,323.6%
-5,423.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -4.2% |
| 7D | -2.8% | +4.8% | -7.6% | -4.8% |
| 30D | -31.6% | -23.2% | -8.5% | -21.9% |
| 3M | -52.4% | -45.5% | -6.9% | -35.0% |
| 6M | -51.4% | -33.1% | -18.3% | -39.4% |
| YTD | +32.4% | -7.2% | +39.6% | +36.3% |
| 1Y | +37.5% | -10.0% | +47.5% | +43.4% |
| 3Y | -69.3% | +332.3% | -401.6% | -87.1% |
| 5Y | -97.1% | +801.9% | -899.0% | -99.2% |
| 10Y | -99.1% | +820.9% | -920.1% | -99.8% |
| All | -99.8% | +5,323.6% | -5,423.5% | -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