+34,247.0%
CTSH vs FCEL
-99.9%
+34,346.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -3.8% |
| 7D | -2.7% | -15.8% | +13.1% | -1.3% |
| 30D | +12.4% | -29.3% | +41.6% | +15.3% |
| 3M | +17.4% | -30.1% | +47.5% | +16.4% |
| 6M | -3.1% | +74.4% | -77.5% | -14.9% |
| YTD | -23.6% | +104.5% | -128.1% | -34.6% |
| 1Y | -10.8% | +281.4% | -292.2% | -29.9% |
| 3Y | -8.3% | -66.1% | +57.8% | -16.2% |
| 5Y | -11.3% | -91.9% | +80.5% | -11.7% |
| 10Y | +22.6% | -99.2% | +121.8% | +8.8% |
| All | +34,247.0% | -99.9% | +34,346.9% | +24,122.8% |
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