+1,298.9%
COHR vs FCEL
-99.1%
+1,398.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +4.0% |
| 7D | +8.3% | +6.3% | +2.1% | +7.6% |
| 30D | -14.1% | -26.7% | +12.5% | -11.6% |
| 3M | -16.0% | -10.2% | -5.8% | -16.2% |
| 6M | +21.5% | +123.5% | -102.0% | +9.6% |
| YTD | +65.4% | +117.4% | -51.9% | +48.8% |
| 1Y | +195.0% | +146.0% | +49.0% | +158.6% |
| 3Y | +830.2% | -61.9% | +892.0% | +795.5% |
| 5Y | +397.1% | -90.5% | +487.6% | +415.6% |
| All | +1,298.9% | -99.1% | +1,398.0% | +1,894.4% |
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