+4,070.4%
COP vs FCEL
-99.8%
+4,170.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | +3.0% | -15.8% | +18.8% | +4.0% |
| 30D | +17.5% | -29.3% | +46.8% | +19.6% |
| 3M | +13.4% | -30.1% | +43.5% | +13.2% |
| 6M | +17.7% | +74.4% | -56.7% | +8.8% |
| YTD | +46.6% | +104.5% | -57.9% | +33.4% |
| 1Y | +44.6% | +281.4% | -236.8% | +24.3% |
| 3Y | +20.7% | -66.1% | +86.8% | +14.7% |
| 5Y | +185.0% | -91.9% | +276.9% | +185.4% |
| 10Y | +347.0% | -99.2% | +446.2% | +323.2% |
| All | +4,070.4% | -99.8% | +4,170.2% | +3,991.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling