+42.4%
FCEL vs CVE
+73.4%
-30.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.6% | +1.7% | -3.2% |
| 7D | -14.9% | -12.1% | -2.8% | -10.8% |
| 30D | -41.7% | -9.8% | -31.9% | -39.6% |
| 3M | -53.2% | -0.7% | -52.4% | -52.9% |
| 6M | -19.0% | -4.3% | -14.7% | -15.5% |
| YTD | +44.2% | +70.6% | -26.4% | +25.0% |
| 1Y | +42.4% | +73.2% | -30.7% | +23.7% |
| All | +42.4% | +73.4% | -30.9% | +23.7% |
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