+335.9%
COP vs FCEL
-99.1%
+435.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.4% |
| 7D | -0.5% | +15.1% | -15.6% | -1.1% |
| 30D | +11.7% | -16.4% | +28.2% | +12.2% |
| 3M | +17.7% | -5.3% | +22.9% | +16.1% |
| 6M | +18.3% | +124.5% | -106.2% | +10.5% |
| YTD | +49.1% | +126.7% | -77.6% | +38.6% |
| 1Y | +53.3% | +219.9% | -166.6% | +38.8% |
| 3Y | +22.2% | -61.6% | +83.8% | +17.2% |
| 5Y | +193.3% | -90.5% | +283.8% | +192.3% |
| All | +335.9% | -99.1% | +435.0% | +416.8% |
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