+3.5%
COR vs FCEL
+32.6%
-29.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +9.9% | +3.7% |
| 7D | +9.1% | -14.9% | +24.0% | +8.5% |
| 30D | +12.4% | -41.7% | +54.1% | +10.4% |
| 3M | +15.8% | -53.2% | +69.0% | +13.5% |
| 6M | +17.1% | -19.0% | +36.1% | +14.6% |
| YTD | +5.4% | +44.2% | -38.7% | +3.8% |
| 1Y | +3.5% | +42.4% | -38.9% | +2.2% |
| All | +3.5% | +32.6% | -29.0% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling