+289.9%
CAH vs FCEL
-99.2%
+389.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.3% | -1.6% |
| 7D | -5.1% | +6.3% | -11.3% | -5.2% |
| 30D | -1.8% | -18.8% | +17.0% | -1.5% |
| 3M | +9.4% | -3.8% | +13.2% | +8.7% |
| 6M | +9.2% | +121.1% | -111.9% | +6.0% |
| YTD | +15.7% | +113.3% | -97.6% | +12.1% |
| 1Y | +59.7% | +173.5% | -113.8% | +53.0% |
| 3Y | +178.5% | -63.9% | +242.4% | +174.8% |
| 5Y | +398.3% | -90.7% | +488.9% | +402.0% |
| All | +289.9% | -99.2% | +389.0% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling