+15,267.0%
CTAS vs FCEL
-99.8%
+15,366.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.0% | +5.9% | +1.2% |
| 7D | +0.7% | -8.3% | +9.0% | +1.0% |
| 30D | +11.3% | -43.0% | +54.3% | +14.3% |
| 3M | +11.4% | -48.2% | +59.6% | +14.3% |
| 6M | +35.6% | -25.0% | +60.6% | +32.6% |
| YTD | +20.7% | +40.6% | -19.9% | +12.0% |
| 1Y | +22.8% | +36.0% | -13.1% | +13.7% |
| 3Y | +73.4% | -66.7% | +140.1% | +64.4% |
| 5Y | +117.6% | -96.7% | +214.2% | +130.1% |
| 10Y | +818.4% | -99.0% | +917.5% | +738.9% |
| All | +15,267.0% | -99.8% | +15,366.9% | +12,607.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling