+17,451.9%
COR vs FCEL
-99.8%
+17,551.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.9% |
| 7D | +2.8% | -15.8% | +18.6% | +3.2% |
| 30D | +4.5% | -29.3% | +33.8% | +5.5% |
| 3M | +22.7% | -30.1% | +52.8% | +22.5% |
| 6M | -9.7% | +74.4% | -84.2% | -13.3% |
| YTD | -1.4% | +104.5% | -105.9% | -6.2% |
| 1Y | +13.9% | +281.4% | -267.4% | +5.2% |
| 3Y | +94.0% | -66.1% | +160.1% | +88.9% |
| 5Y | +184.0% | -91.9% | +275.9% | +184.2% |
| 10Y | +406.8% | -99.2% | +506.0% | +385.1% |
| All | +17,451.9% | -99.8% | +17,551.7% | +15,225.9% |
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