-0.5%
CTAS vs FCEL
+197.5%
-198.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.9% |
| 7D | -1.3% | +6.3% | -7.6% | -1.2% |
| 30D | -3.1% | -18.8% | +15.7% | -3.3% |
| 3M | +10.3% | -3.8% | +14.1% | +9.4% |
| 6M | +1.6% | +121.1% | -119.5% | -0.4% |
| YTD | +6.3% | +113.3% | -106.9% | +3.8% |
| 1Y | -0.5% | +173.5% | -174.0% | -3.3% |
| All | -0.5% | +197.5% | -198.0% | -3.3% |
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 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