+194.7%
COR vs FCEL
-96.7%
+291.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -5.0% | +3.8% |
| 7D | +2.3% | +3.0% | -0.7% | +2.4% |
| 30D | +6.8% | -40.0% | +46.8% | +6.0% |
| 3M | +8.1% | -47.0% | +55.1% | +7.3% |
| 6M | +33.0% | -21.0% | +54.0% | +32.6% |
| YTD | +3.0% | +48.0% | -45.0% | +3.3% |
| 1Y | -3.4% | +43.9% | -47.3% | -3.1% |
| 3Y | +80.1% | -67.5% | +147.6% | +82.1% |
| 5Y | +194.7% | -96.7% | +291.4% | +204.1% |
| All | +194.7% | -96.7% | +291.4% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling