+9,188.7%
CAH vs FCEL
-99.8%
+9,288.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.3% |
| 7D | +3.5% | -2.8% | +6.3% | +3.5% |
| 30D | +13.5% | -31.6% | +45.1% | +14.8% |
| 3M | +21.8% | -52.4% | +74.3% | +24.5% |
| 6M | +51.5% | -51.4% | +102.9% | +52.1% |
| YTD | +38.1% | +32.4% | +5.7% | +31.5% |
| 1Y | +37.7% | +37.5% | +0.2% | +30.6% |
| 3Y | +179.6% | -69.3% | +248.9% | +169.9% |
| 5Y | +504.9% | -97.1% | +602.1% | +535.4% |
| 10Y | +418.6% | -99.1% | +517.7% | +381.5% |
| All | +9,188.7% | -99.8% | +9,288.5% | +8,053.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling