+36.6%
CTVA vs FCEL
-97.2%
+133.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +3.0% |
| 7D | -20.8% | -2.8% | -17.9% | -20.6% |
| 30D | -29.6% | -31.6% | +2.0% | -28.2% |
| 3M | -16.9% | -52.4% | +35.5% | -13.8% |
| 6M | -24.3% | -51.4% | +27.1% | -23.6% |
| YTD | -5.6% | +32.4% | -38.0% | -13.3% |
| 1Y | -4.2% | +37.5% | -41.7% | -12.7% |
| 3Y | +43.3% | -69.3% | +112.5% | +38.1% |
| All | +36.6% | -97.2% | +133.8% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling