+111.0%
CTAS vs FCEL
-90.2%
+201.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.8% | -0.5% |
| 7D | 0.0% | +4.0% | -4.0% | -0.2% |
| 30D | -1.0% | -13.1% | +12.1% | -0.8% |
| 3M | +15.8% | +14.6% | +1.2% | +13.6% |
| 6M | -1.0% | +133.7% | -134.7% | -6.8% |
| YTD | +7.4% | +143.0% | -135.5% | +0.4% |
| 1Y | -0.1% | +320.9% | -321.0% | -10.2% |
| 3Y | +66.3% | -58.9% | +125.2% | +65.2% |
| 5Y | +111.0% | -89.7% | +200.6% | +129.5% |
| All | +111.0% | -90.2% | +201.1% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling