-99.9%
FCEL vs CVE
+62.8%
-162.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -2.7% | -12.5% | -14.1% |
| 7D | -26.7% | -14.1% | -12.6% | -21.8% |
| 30D | -56.8% | -11.6% | -45.1% | -54.6% |
| 3M | -57.8% | 0.0% | -57.8% | -57.9% |
| 6M | -34.1% | -8.4% | -25.7% | -32.8% |
| YTD | +22.2% | +65.9% | -43.7% | -2.4% |
| 1Y | +5.2% | +69.4% | -64.2% | -17.1% |
| 3Y | -76.2% | +55.9% | -132.1% | -80.8% |
| 5Y | -96.7% | +146.2% | -242.8% | -97.9% |
| 10Y | -99.2% | +140.6% | -239.8% | -99.6% |
| All | -99.9% | +62.8% | -162.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling