+191.7%
COP vs FCEL
-90.2%
+281.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.8% | -18.2% | +0.1% |
| 7D | -0.8% | +4.0% | -4.8% | -1.0% |
| 30D | +15.6% | -13.1% | +28.7% | +15.8% |
| 3M | +14.3% | +14.6% | -0.2% | +12.2% |
| 6M | +17.0% | +133.7% | -116.7% | +9.9% |
| YTD | +47.4% | +143.0% | -95.5% | +37.7% |
| 1Y | +52.4% | +320.9% | -268.4% | +37.4% |
| 3Y | +20.8% | -58.9% | +79.7% | +17.7% |
| 5Y | +191.7% | -89.7% | +281.3% | +205.0% |
| All | +191.7% | -90.2% | +281.8% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling