-5.1%
COF vs FCEL
+32.6%
-37.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.8% | -1.0% |
| 7D | +0.7% | -14.9% | +15.6% | +1.2% |
| 30D | +5.7% | -41.7% | +47.4% | +7.3% |
| 3M | -6.7% | -53.2% | +46.5% | -4.7% |
| 6M | +9.5% | -19.0% | +28.5% | +6.9% |
| YTD | -13.9% | +44.2% | -58.1% | -21.7% |
| 1Y | -5.1% | +42.4% | -47.5% | -14.7% |
| All | -5.1% | +32.6% | -37.6% | -14.7% |
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