+671.2%
CTAS vs FCEL
-99.2%
+770.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.6% |
| 7D | -1.3% | +6.3% | -7.6% | -1.5% |
| 30D | -3.1% | -18.8% | +15.7% | -2.7% |
| 3M | +10.3% | -3.8% | +14.1% | +9.2% |
| 6M | +1.6% | +121.1% | -119.5% | -2.8% |
| YTD | +6.3% | +113.3% | -106.9% | +1.4% |
| 1Y | -0.5% | +173.5% | -174.0% | -6.4% |
| 3Y | +64.6% | -63.9% | +128.5% | +60.7% |
| 5Y | +106.0% | -90.7% | +196.7% | +106.3% |
| All | +671.2% | -99.2% | +770.4% | +725.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling