+4,182.3%
COP vs FCEL
-99.8%
+4,282.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.3% |
| 7D | +0.7% | +3.9% | -3.2% | +0.3% |
| 30D | +0.2% | -33.1% | +33.3% | +2.3% |
| 3M | +10.2% | -43.0% | +53.2% | +12.8% |
| 6M | +20.1% | -31.3% | +51.4% | +17.9% |
| YTD | +50.5% | +49.8% | +0.7% | +38.4% |
| 1Y | +56.8% | +48.2% | +8.6% | +43.5% |
| 3Y | +30.3% | -64.6% | +94.8% | +22.6% |
| 5Y | +126.8% | -96.7% | +223.5% | +141.1% |
| 10Y | +325.0% | -99.0% | +424.0% | +290.8% |
| All | +4,182.3% | -99.8% | +4,282.1% | +4,145.2% |
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