-11.3%
CTSH vs FCEL
-59.7%
+48.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +18.8% | -22.6% | -3.5% |
| 7D | -5.5% | +4.0% | -9.5% | -5.3% |
| 30D | +4.5% | -13.1% | +17.6% | +4.4% |
| 3M | +13.7% | +14.6% | -0.8% | +13.2% |
| 6M | -8.4% | +133.7% | -142.1% | -11.0% |
| YTD | -26.5% | +143.0% | -169.5% | -28.9% |
| 1Y | -13.9% | +320.9% | -334.8% | -18.3% |
| 3Y | -11.3% | -58.9% | +47.6% | -12.5% |
| All | -11.3% | -59.7% | +48.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling