-97.0%
FCEL vs CVE
+158.6%
-255.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.9% |
| 7D | -2.8% | +5.9% | -8.7% | -5.3% |
| 30D | -31.6% | -10.9% | -20.8% | -28.1% |
| 3M | -52.4% | -4.5% | -47.9% | -51.6% |
| 6M | -51.4% | -1.0% | -50.4% | -52.0% |
| YTD | +32.4% | +74.7% | -42.3% | +1.0% |
| 1Y | +37.5% | +65.8% | -28.3% | +6.9% |
| 3Y | -69.3% | +73.2% | -142.5% | -77.1% |
| All | -97.0% | +158.6% | -255.7% | -98.3% |
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