+194.8%
COHR vs FCEL
+269.1%
-74.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.7% | +6.2% |
| 7D | +1.0% | -15.8% | +16.8% | +4.1% |
| 30D | -14.1% | -29.3% | +15.2% | -8.5% |
| 3M | -33.2% | -30.1% | -3.1% | -29.9% |
| 6M | +2.5% | +74.4% | -71.9% | -6.2% |
| YTD | +52.7% | +104.5% | -51.8% | +36.0% |
| 1Y | +194.8% | +281.4% | -86.6% | +126.1% |
| All | +194.8% | +269.1% | -74.4% | +126.1% |
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