+394.0%
CAH vs FCEL
-90.6%
+484.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -5.1% | +6.3% | -11.4% | -5.0% |
| 30D | +0.2% | -26.7% | +26.8% | 0.0% |
| 3M | +6.3% | -10.2% | +16.5% | +6.4% |
| 6M | +9.4% | +123.5% | -114.1% | +10.7% |
| YTD | +15.0% | +117.4% | -102.4% | +16.3% |
| 1Y | +55.4% | +146.0% | -90.5% | +57.3% |
| 3Y | +173.8% | -61.9% | +235.7% | +180.5% |
| All | +394.0% | -90.6% | +484.6% | +418.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling