+24.5%
COP vs FCEL
-61.1%
+85.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.2% |
| 7D | -0.5% | +15.1% | -15.6% | -0.7% |
| 30D | +11.7% | -16.4% | +28.2% | +11.9% |
| 3M | +17.7% | -5.3% | +22.9% | +16.8% |
| 6M | +18.3% | +124.5% | -106.2% | +13.6% |
| YTD | +49.1% | +126.7% | -77.6% | +42.8% |
| 1Y | +53.3% | +219.9% | -166.6% | +44.8% |
| All | +24.5% | -61.1% | +85.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling