+4,111.7%
COP vs FCEL
-99.8%
+4,211.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +1.1% |
| 7D | -6.1% | -8.3% | +2.2% | -5.7% |
| 30D | +1.1% | -43.0% | +44.1% | +4.2% |
| 3M | +10.9% | -48.2% | +59.1% | +14.2% |
| 6M | +20.8% | -25.0% | +45.7% | +17.7% |
| YTD | +48.0% | +40.6% | +7.4% | +36.6% |
| 1Y | +58.5% | +36.0% | +22.5% | +45.9% |
| 3Y | +28.1% | -66.7% | +94.9% | +21.0% |
| 5Y | +120.5% | -96.7% | +217.1% | +133.8% |
| 10Y | +310.1% | -99.0% | +409.2% | +276.9% |
| All | +4,111.7% | -99.8% | +4,211.6% | +4,091.6% |
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