-1.5%
COF vs FCEL
+269.1%
-270.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | +1.8% | -15.8% | +17.6% | +2.4% |
| 30D | -0.6% | -29.3% | +28.7% | +0.6% |
| 3M | +20.3% | -30.1% | +50.4% | +20.1% |
| 6M | +13.0% | +74.4% | -61.4% | +5.2% |
| YTD | -8.3% | +104.5% | -112.8% | -16.3% |
| 1Y | -1.5% | +281.4% | -282.8% | -12.9% |
| All | -1.5% | +269.1% | -270.6% | -12.9% |
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