-99.9%
FCEL vs CVE
+89.9%
-189.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | -15.8% | +2.5% | -18.3% | -16.7% |
| 30D | -29.3% | +16.7% | -46.0% | -33.8% |
| 3M | -30.1% | +9.3% | -39.4% | -33.5% |
| 6M | +74.4% | +43.6% | +30.8% | +47.9% |
| YTD | +104.5% | +93.6% | +10.9% | +53.5% |
| 1Y | +281.4% | +98.8% | +182.6% | +182.4% |
| 3Y | -66.1% | +73.6% | -139.7% | -73.9% |
| 5Y | -91.9% | +312.5% | -404.3% | -95.8% |
| 10Y | -99.2% | +161.0% | -260.3% | -99.6% |
| All | -99.9% | +89.9% | -189.8% | -99.9% |
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 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