+116.9%
COF vs FCEL
-63.4%
+180.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -1.5% |
| 7D | -6.1% | +6.3% | -12.3% | -6.4% |
| 30D | -5.2% | -18.8% | +13.6% | -4.5% |
| 3M | +17.0% | -3.8% | +20.8% | +15.2% |
| 6M | +12.9% | +121.1% | -108.2% | +4.0% |
| YTD | -13.5% | +113.3% | -126.8% | -20.6% |
| 1Y | -5.9% | +173.5% | -179.4% | -15.5% |
| All | +116.9% | -63.4% | +180.3% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling