-96.9%
FCEL vs CVE
+142.8%
-239.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.6% | +12.1% | +11.7% |
| 7D | -11.3% | -16.1% | +4.9% | -3.7% |
| 30D | -45.8% | -10.4% | -35.4% | -43.3% |
| 3M | -51.0% | -2.4% | -48.6% | -50.7% |
| 6M | -22.3% | -4.4% | -17.9% | -22.0% |
| YTD | +36.2% | +64.9% | -28.8% | +6.4% |
| 1Y | +29.0% | +66.0% | -37.1% | -0.1% |
| 3Y | -70.9% | +57.7% | -128.5% | -77.5% |
| All | -96.9% | +142.8% | -239.7% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling