+27,636.7%
CAT vs FCEL
-99.8%
+27,736.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | +1.7% | -15.8% | +17.5% | +3.0% |
| 30D | -6.6% | -29.3% | +22.7% | -4.2% |
| 3M | -13.3% | -30.1% | +16.8% | -12.6% |
| 6M | +11.6% | +74.4% | -62.8% | +2.2% |
| YTD | +42.9% | +104.5% | -61.6% | +28.4% |
| 1Y | +95.4% | +281.4% | -185.9% | +64.3% |
| 3Y | +196.6% | -66.1% | +262.7% | +183.1% |
| 5Y | +321.7% | -91.9% | +413.5% | +329.7% |
| 10Y | +1,140.8% | -99.2% | +1,240.0% | +1,060.9% |
| All | +27,636.7% | -99.8% | +27,736.5% | +23,938.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling