+31.8%
CVS vs FCEL
-90.4%
+122.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.5% |
| 7D | -1.9% | +15.1% | -17.0% | -2.3% |
| 30D | -0.3% | -16.4% | +16.1% | 0.0% |
| 3M | -1.1% | -5.3% | +4.1% | -2.1% |
| 6M | +23.7% | +124.5% | -100.8% | +17.5% |
| YTD | +23.0% | +126.7% | -103.7% | +16.3% |
| 1Y | +37.2% | +219.9% | -182.7% | +26.7% |
| 3Y | +62.4% | -61.6% | +124.1% | +55.8% |
| 5Y | +31.8% | -90.5% | +122.3% | +27.8% |
| All | +31.8% | -90.4% | +122.2% | +27.8% |
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