+677.5%
CTAS vs FCEL
-99.1%
+776.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | -0.1% |
| 7D | +1.0% | +15.1% | -14.1% | +0.6% |
| 30D | -1.1% | -16.4% | +15.4% | -0.8% |
| 3M | +11.5% | -5.3% | +16.8% | +10.5% |
| 6M | +0.2% | +124.5% | -124.4% | -4.2% |
| YTD | +7.2% | +126.7% | -119.5% | +2.1% |
| 1Y | 0.0% | +219.9% | -219.9% | -6.4% |
| 3Y | +65.9% | -61.6% | +127.6% | +61.7% |
| 5Y | +109.6% | -90.5% | +200.1% | +109.8% |
| All | +677.5% | -99.1% | +776.6% | +730.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling