+87.4%
COR vs FCEL
-59.7%
+147.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +18.8% | -20.7% | -1.4% |
| 7D | -1.9% | +4.0% | -5.9% | -1.7% |
| 30D | +1.5% | -13.1% | +14.6% | +1.4% |
| 3M | +18.7% | +14.6% | +4.1% | +19.6% |
| 6M | -9.0% | +133.7% | -142.7% | -6.7% |
| YTD | -3.3% | +143.0% | -146.2% | -0.6% |
| 1Y | +9.8% | +320.9% | -311.0% | +14.5% |
| 3Y | +87.4% | -58.9% | +146.2% | +91.8% |
| All | +87.4% | -59.7% | +147.1% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling