+96.3%
CAT vs FCEL
+328.0%
-231.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.8% | -17.7% | -0.7% |
| 7D | +5.6% | +4.0% | +1.6% | +4.9% |
| 30D | -2.3% | -13.1% | +10.7% | -1.5% |
| 3M | -10.0% | +14.6% | -24.6% | -12.3% |
| 6M | +21.2% | +133.7% | -112.4% | +6.7% |
| YTD | +44.4% | +143.0% | -98.5% | +24.9% |
| 1Y | +96.3% | +320.9% | -224.6% | +65.8% |
| All | +96.3% | +328.0% | -231.7% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling