+13.0%
CVS vs FCEL
-97.2%
+110.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.3% |
| 7D | +6.6% | -2.8% | +9.4% | +6.6% |
| 30D | -0.4% | -31.6% | +31.2% | +0.4% |
| 3M | -5.3% | -52.4% | +47.1% | -3.8% |
| 6M | -7.7% | -51.4% | +43.7% | -7.7% |
| YTD | +16.0% | +32.4% | -16.4% | +10.6% |
| 1Y | +16.2% | +37.5% | -21.3% | +10.3% |
| 3Y | +47.6% | -69.3% | +116.8% | +41.7% |
| All | +13.0% | -97.2% | +110.1% | +4.6% |
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