+183.3%
CAT vs FCEL
-96.5%
+279.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.5% | -10.6% | -0.2% |
| 7D | -10.3% | -11.2% | +0.9% | -9.3% |
| 30D | -31.2% | -45.8% | +14.6% | -27.2% |
| 3M | -34.7% | -51.0% | +16.3% | -30.8% |
| 6M | -39.5% | -22.2% | -17.2% | -40.3% |
| YTD | -1.7% | +36.3% | -37.9% | -9.9% |
| 1Y | -1.1% | +29.0% | -30.1% | -9.5% |
| 3Y | +143.9% | -70.9% | +214.7% | +137.8% |
| All | +183.3% | -96.5% | +279.8% | +238.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling