+16.2%
CVS vs FCEL
+28.7%
-12.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.5% |
| 7D | +6.6% | -2.8% | +9.4% | +6.5% |
| 30D | -0.4% | -31.6% | +31.2% | -0.8% |
| 3M | -5.3% | -52.4% | +47.1% | -5.7% |
| 6M | -7.7% | -51.4% | +43.7% | -8.2% |
| YTD | +16.0% | +32.4% | -16.4% | +15.1% |
| 1Y | +16.2% | +37.5% | -21.3% | +14.2% |
| All | +16.2% | +28.7% | -12.5% | +14.2% |
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