+218.9%
CTVA vs FCEL
-60.0%
+279.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | 0.0% |
| 7D | -4.7% | +6.3% | -10.9% | -5.0% |
| 30D | +11.1% | -18.8% | +29.9% | +11.7% |
| 3M | +13.7% | -3.8% | +17.5% | +12.3% |
| 6M | +11.2% | +121.1% | -109.9% | +4.2% |
| YTD | +26.9% | +113.3% | -86.4% | +18.6% |
| 1Y | +18.8% | +173.5% | -154.7% | +8.7% |
| 3Y | +75.9% | -63.9% | +139.9% | +69.7% |
| 5Y | +105.2% | -90.7% | +195.9% | +103.3% |
| All | +218.9% | -60.0% | +279.0% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling