+75.7%
CTVA vs FCEL
-61.1%
+136.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -1.0% |
| 7D | -5.8% | +15.1% | -20.9% | -6.6% |
| 30D | +11.1% | -16.4% | +27.5% | +11.7% |
| 3M | +13.2% | -5.3% | +18.5% | +11.3% |
| 6M | +8.7% | +124.5% | -115.8% | -1.5% |
| YTD | +27.3% | +126.7% | -99.4% | +14.5% |
| 1Y | +18.0% | +219.9% | -201.9% | +1.1% |
| All | +75.7% | -61.1% | +136.8% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling