+15,419.8%
CTAS vs FCEL
-99.8%
+15,519.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.5% |
| 7D | +0.5% | +14.8% | -14.3% | -0.4% |
| 30D | +10.2% | -33.9% | +44.1% | +12.3% |
| 3M | +12.1% | -52.7% | +64.8% | +15.6% |
| 6M | +38.3% | -40.0% | +78.3% | +37.0% |
| YTD | +21.9% | +40.2% | -18.3% | +13.1% |
| 1Y | +24.0% | +32.9% | -8.9% | +15.0% |
| 3Y | +75.1% | -66.8% | +142.0% | +66.0% |
| 5Y | +116.9% | -97.0% | +213.9% | +130.8% |
| 10Y | +821.3% | -99.1% | +920.3% | +745.3% |
| All | +15,419.8% | -99.8% | +15,519.7% | +12,732.9% |
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 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