-96.7%
FCEL vs CVE
+136.5%
-233.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | -8.3% | -10.0% | +1.7% | -3.7% |
| 30D | -43.0% | -11.9% | -31.1% | -39.8% |
| 3M | -48.2% | -5.9% | -42.2% | -46.9% |
| 6M | -25.0% | -1.6% | -23.4% | -25.8% |
| YTD | +40.6% | +66.3% | -25.6% | +9.6% |
| 1Y | +36.0% | +57.5% | -21.5% | +8.2% |
| 3Y | -66.7% | +65.4% | -132.2% | -74.7% |
| 5Y | -96.7% | +144.2% | -240.8% | -98.0% |
| All | -96.7% | +136.5% | -233.2% | -98.0% |
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