+224.3%
CTVA vs FCEL
-54.5%
+278.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.8% | -21.0% | -3.1% |
| 7D | -2.1% | +4.0% | -6.1% | -2.4% |
| 30D | +12.0% | -13.1% | +25.1% | +12.4% |
| 3M | +13.5% | +14.6% | -1.1% | +11.1% |
| 6M | +12.1% | +133.7% | -121.6% | +4.8% |
| YTD | +29.0% | +143.0% | -113.9% | +19.9% |
| 1Y | +18.9% | +320.9% | -302.0% | +6.5% |
| 3Y | +78.9% | -58.9% | +137.8% | +71.6% |
| 5Y | +105.2% | -89.7% | +194.9% | +102.4% |
| All | +224.3% | -54.5% | +278.7% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling