+1,760.1%
CVS vs FCEL
-99.8%
+1,859.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +4.0% | -15.8% | +19.8% | +4.7% |
| 30D | -2.4% | -29.3% | +26.9% | -1.1% |
| 3M | +2.7% | -30.1% | +32.8% | +2.7% |
| 6M | +21.9% | +74.4% | -52.6% | +15.7% |
| YTD | +24.7% | +104.5% | -79.8% | +17.1% |
| 1Y | +35.4% | +281.4% | -245.9% | +22.3% |
| 3Y | +65.2% | -66.1% | +131.3% | +59.8% |
| 5Y | +30.5% | -91.9% | +122.4% | +30.5% |
| 10Y | +40.4% | -99.2% | +139.6% | +31.5% |
| All | +1,760.1% | -99.8% | +1,859.9% | +1,465.5% |
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