+242.0%
COF vs FCEL
-99.1%
+341.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -5.1% | +6.3% | -11.4% | -5.6% |
| 30D | -6.0% | -26.7% | +20.6% | -4.7% |
| 3M | +14.8% | -10.2% | +25.0% | +13.5% |
| 6M | +15.3% | +123.5% | -108.2% | +6.3% |
| YTD | -13.0% | +117.4% | -130.4% | -20.1% |
| 1Y | -5.7% | +146.0% | -151.7% | -14.8% |
| 3Y | +118.1% | -61.9% | +180.0% | +108.4% |
| 5Y | +46.2% | -90.5% | +136.7% | +46.6% |
| All | +242.0% | -99.1% | +341.1% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling