+22.1%
CTVA vs FCEL
+269.1%
-247.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +4.9% | -15.8% | +20.8% | +5.3% |
| 30D | +11.9% | -29.3% | +41.2% | +12.7% |
| 3M | +13.7% | -30.1% | +43.8% | +13.8% |
| 6M | +13.1% | +74.4% | -61.3% | +9.5% |
| YTD | +32.0% | +104.5% | -72.6% | +26.7% |
| 1Y | +22.1% | +281.4% | -259.3% | +16.7% |
| All | +22.1% | +269.1% | -247.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling