-99.1%
FCEL vs CVE
+136.1%
-235.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.6% | +12.1% | +11.8% |
| 7D | -11.2% | -16.1% | +4.9% | -4.9% |
| 30D | -45.8% | -10.4% | -35.4% | -43.6% |
| 3M | -51.0% | -2.4% | -48.6% | -50.7% |
| 6M | -22.2% | -4.4% | -17.8% | -22.1% |
| YTD | +36.3% | +64.9% | -28.7% | +11.3% |
| 1Y | +29.0% | +66.0% | -37.0% | +4.7% |
| 3Y | -70.9% | +57.7% | -128.5% | -76.2% |
| 5Y | -96.3% | +144.7% | -241.0% | -97.5% |
| All | -99.1% | +136.1% | -235.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling