+23.6%
CTAS vs FCEL
+47.0%
-23.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +1.1% |
| 7D | -0.8% | +3.9% | -4.7% | -0.6% |
| 30D | +10.7% | -33.1% | +43.8% | +9.8% |
| 3M | +11.0% | -43.0% | +54.0% | +9.9% |
| 6M | +38.7% | -31.3% | +70.0% | +36.6% |
| YTD | +21.8% | +49.8% | -28.0% | +17.9% |
| 1Y | +23.6% | +48.2% | -24.6% | +20.0% |
| All | +23.6% | +47.0% | -23.4% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling