+18.7%
CTSH vs FCEL
-99.2%
+117.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.4% |
| 7D | -9.8% | +6.3% | -16.0% | -10.0% |
| 30D | +0.1% | -18.8% | +18.9% | +0.5% |
| 3M | +13.2% | -3.8% | +17.0% | +11.8% |
| 6M | -6.2% | +121.1% | -127.3% | -11.4% |
| YTD | -28.5% | +113.3% | -141.7% | -32.6% |
| 1Y | -13.8% | +173.5% | -187.3% | -20.0% |
| 3Y | -13.7% | -63.9% | +50.2% | -16.5% |
| 5Y | -16.7% | -90.7% | +74.0% | -16.8% |
| All | +18.7% | -99.2% | +117.9% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling