+5.6%
CVS vs FCEL
+32.6%
-27.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.0% | -6.5% | -12.5% |
| 7D | -11.1% | -14.9% | +3.8% | -11.2% |
| 30D | -7.4% | -41.7% | +34.2% | -7.8% |
| 3M | -22.9% | -53.2% | +30.3% | -23.2% |
| 6M | -1.2% | -19.0% | +17.9% | -2.1% |
| YTD | +3.9% | +44.2% | -40.3% | +2.8% |
| 1Y | +5.6% | +42.4% | -36.9% | +4.1% |
| All | +5.6% | +32.6% | -27.0% | +4.1% |
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