-7.6%
CTSH vs FCEL
+32.6%
-40.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.0% | +2.5% |
| 7D | -0.9% | -14.9% | +14.0% | -2.1% |
| 30D | +13.1% | -41.7% | +54.8% | +8.9% |
| 3M | +17.9% | -53.2% | +71.0% | +12.5% |
| 6M | +28.5% | -19.0% | +47.5% | +26.3% |
| YTD | -19.3% | +44.2% | -63.5% | -21.3% |
| 1Y | -7.6% | +42.4% | -50.0% | -11.5% |
| All | -7.6% | +32.6% | -40.2% | -11.5% |
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 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