+16.8%
CTVA vs FCEL
+175.4%
-158.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | -0.2% |
| 7D | -4.7% | +6.3% | -10.9% | -4.8% |
| 30D | +11.1% | -18.8% | +29.9% | +11.5% |
| 3M | +13.7% | -3.8% | +17.5% | +12.7% |
| 6M | +11.2% | +121.1% | -109.9% | +6.3% |
| YTD | +26.9% | +113.3% | -86.4% | +21.1% |
| All | +16.8% | +175.4% | -158.6% | +12.5% |
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