+337.5%
COP vs FCEL
-99.2%
+436.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.6% |
| 7D | +1.0% | +6.3% | -5.3% | +0.6% |
| 30D | +9.6% | -18.8% | +28.4% | +10.2% |
| 3M | +15.0% | -3.8% | +18.9% | +13.4% |
| 6M | +21.8% | +121.1% | -99.4% | +13.7% |
| YTD | +49.6% | +113.3% | -63.6% | +39.4% |
| 1Y | +49.9% | +173.5% | -123.6% | +36.6% |
| 3Y | +22.6% | -63.9% | +86.5% | +18.0% |
| 5Y | +193.6% | -90.7% | +284.3% | +192.8% |
| All | +337.5% | -99.2% | +436.7% | +420.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling