-57.8%
FCEL vs CVE
-4.0%
-53.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -2.7% | -12.5% | -14.1% |
| 7D | -26.7% | -14.1% | -12.6% | -22.5% |
| 30D | -56.8% | -11.6% | -45.1% | -54.7% |
| 3M | -57.8% | 0.0% | -57.8% | -58.9% |
| All | -57.8% | -4.0% | -53.8% | -58.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling