+1,126.0%
CAT vs FCEL
-99.0%
+1,225.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.8% | -17.7% | 0.0% |
| 7D | +5.6% | +4.0% | +1.6% | +5.1% |
| 30D | -2.3% | -13.1% | +10.7% | -1.9% |
| 3M | -10.0% | +14.6% | -24.6% | -11.8% |
| 6M | +21.2% | +133.7% | -112.4% | +12.7% |
| YTD | +44.4% | +143.0% | -98.5% | +33.5% |
| 1Y | +96.3% | +320.9% | -224.6% | +74.8% |
| 3Y | +203.9% | -58.9% | +262.8% | +191.2% |
| 5Y | +333.5% | -89.7% | +423.1% | +330.7% |
| 10Y | +1,126.0% | -99.1% | +1,225.1% | +1,360.1% |
| All | +1,126.0% | -99.0% | +1,225.1% | +1,360.1% |
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 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