+43.1%
FCEL vs CVE
+59.0%
-15.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.4% |
| 7D | +3.0% | -10.1% | +13.1% | +7.7% |
| 30D | -40.0% | -12.1% | -27.9% | -36.9% |
| 3M | -47.0% | -1.9% | -45.2% | -46.5% |
| 6M | -21.0% | -1.8% | -19.2% | -19.8% |
| YTD | +48.0% | +65.8% | -17.8% | +22.3% |
| All | +43.1% | +59.0% | -15.9% | +23.9% |
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