+34,958.1%
CTSH vs FCEL
-99.9%
+35,058.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.6% | -10.4% | -2.5% |
| 7D | -2.3% | +3.0% | -5.3% | -2.9% |
| 30D | +7.4% | -40.0% | +47.4% | +11.5% |
| 3M | +10.9% | -47.0% | +58.0% | +15.0% |
| 6M | +24.7% | -21.0% | +45.7% | +18.1% |
| YTD | -22.0% | +48.0% | -70.0% | -32.3% |
| 1Y | -11.2% | +43.9% | -55.0% | -23.2% |
| 3Y | +3.9% | -67.5% | +71.4% | -6.1% |
| 5Y | -13.9% | -96.7% | +82.7% | -6.6% |
| 10Y | +37.8% | -99.0% | +136.8% | +14.0% |
| All | +34,958.1% | -99.9% | +35,058.0% | +24,954.4% |
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