+35.7%
CTSH vs FCEL
-99.1%
+134.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -0.9% |
| 7D | -4.2% | +14.8% | -19.0% | -4.6% |
| 30D | +3.9% | -33.9% | +37.8% | +4.8% |
| 3M | +10.2% | -52.7% | +62.9% | +11.7% |
| 6M | +35.3% | -40.0% | +75.3% | +33.8% |
| YTD | -21.8% | +40.2% | -62.0% | -25.8% |
| 1Y | -12.1% | +32.9% | -45.1% | -16.7% |
| 3Y | +2.0% | -66.8% | +68.9% | -1.7% |
| 5Y | -15.3% | -97.0% | +81.7% | -12.8% |
| All | +35.7% | -99.1% | +134.8% | +48.0% |
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