+712.5%
CAT vs FCEL
-98.9%
+811.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.6% | -1.4% | +6.7% |
| 7D | -2.4% | +3.0% | -5.4% | -2.6% |
| 30D | -25.0% | -40.0% | +15.0% | -22.9% |
| 3M | -28.7% | -47.0% | +18.3% | -26.5% |
| 6M | -33.0% | -21.0% | -12.0% | -33.5% |
| YTD | +5.4% | +48.0% | -42.6% | 0.0% |
| 1Y | +7.3% | +43.9% | -36.6% | +1.6% |
| 3Y | +166.0% | -67.5% | +233.5% | +159.0% |
| 5Y | +210.1% | -96.7% | +306.8% | +225.0% |
| 10Y | +712.5% | -99.0% | +811.5% | +799.7% |
| All | +712.5% | -98.9% | +811.4% | +799.7% |
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