+5,625.4%
COF vs FCEL
-99.7%
+5,725.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -0.7% |
| 7D | -2.7% | +15.1% | -17.7% | -4.3% |
| 30D | -3.4% | -16.4% | +13.1% | -2.2% |
| 3M | +15.4% | -5.3% | +20.7% | +12.0% |
| 6M | +14.4% | +124.5% | -110.1% | -2.6% |
| YTD | -12.0% | +126.7% | -138.7% | -25.8% |
| 1Y | -3.7% | +219.9% | -223.6% | -23.6% |
| 3Y | +121.1% | -61.6% | +182.7% | +100.8% |
| 5Y | +47.8% | -90.5% | +138.3% | +48.0% |
| 10Y | +250.3% | -99.1% | +349.4% | +207.5% |
| All | +5,625.4% | -99.7% | +5,725.2% | +4,544.9% |
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 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