+216.7%
CTVA vs FCEL
-59.3%
+276.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -4.5% | +6.3% | -10.8% | -4.9% |
| 30D | +11.3% | -26.7% | +38.0% | +12.5% |
| 3M | +12.3% | -10.2% | +22.5% | +11.3% |
| 6M | +7.2% | +123.5% | -116.3% | +0.4% |
| YTD | +26.0% | +117.4% | -91.4% | +17.7% |
| 1Y | +16.0% | +146.0% | -129.9% | +6.8% |
| 3Y | +73.9% | -61.9% | +135.8% | +67.4% |
| 5Y | +103.8% | -90.5% | +194.3% | +101.7% |
| All | +216.7% | -59.3% | +276.0% | +205.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling