+281.4%
FCEL vs CVE
+99.6%
+181.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | -15.8% | +2.5% | -18.3% | -16.7% |
| 30D | -29.3% | +16.7% | -46.0% | -33.9% |
| 3M | -30.1% | +9.3% | -39.4% | -30.5% |
| 6M | +74.4% | +43.6% | +30.8% | +43.9% |
| YTD | +104.5% | +93.6% | +10.9% | +46.1% |
| 1Y | +281.4% | +98.8% | +182.6% | +177.4% |
| All | +281.4% | +99.6% | +181.8% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling