+65.5%
CTAS vs FCEL
-64.7%
+130.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.8% | -15.8% | +14.0% | -1.8% |
| 30D | -0.2% | -29.3% | +29.1% | -0.2% |
| 3M | +11.7% | -30.1% | +41.8% | +11.2% |
| 6M | +0.7% | +74.4% | -73.7% | -1.1% |
| YTD | +7.4% | +104.5% | -97.1% | +5.1% |
| 1Y | -2.1% | +281.4% | -283.5% | -5.4% |
| All | +65.5% | -64.7% | +130.1% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling