+158.3%
CAT vs FCEL
-68.7%
+227.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.7% | -0.3% |
| 7D | +7.4% | -2.8% | +10.3% | +7.7% |
| 30D | -19.7% | -31.6% | +12.0% | -17.0% |
| 3M | -29.6% | -52.4% | +22.8% | -25.5% |
| 6M | -33.2% | -51.4% | +18.2% | -31.0% |
| YTD | +5.7% | +32.4% | -26.8% | -1.4% |
| 1Y | +9.3% | +37.5% | -28.2% | +1.2% |
| 3Y | +158.3% | -69.3% | +227.6% | +154.0% |
| All | +158.3% | -68.7% | +227.0% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling