+13.9%
COR vs FCEL
+269.1%
-255.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.8% |
| 7D | +2.8% | -15.8% | +18.6% | +2.2% |
| 30D | +4.5% | -29.3% | +33.8% | +3.5% |
| 3M | +22.7% | -30.1% | +52.8% | +21.9% |
| 6M | -9.7% | +74.4% | -84.2% | -9.2% |
| YTD | -1.4% | +104.5% | -105.9% | -0.4% |
| 1Y | +13.9% | +281.4% | -267.4% | +14.3% |
| All | +13.9% | +269.1% | -255.2% | +14.3% |
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