+18,237.3%
COR vs FCEL
-99.9%
+18,337.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -5.0% | +3.4% |
| 7D | +2.3% | +3.0% | -0.7% | +2.2% |
| 30D | +6.8% | -40.0% | +46.8% | +8.2% |
| 3M | +8.1% | -47.0% | +55.1% | +9.6% |
| 6M | +33.0% | -21.0% | +54.0% | +31.0% |
| YTD | +3.0% | +48.0% | -45.0% | -1.4% |
| 1Y | -3.4% | +43.9% | -47.3% | -7.7% |
| 3Y | +80.1% | -67.5% | +147.6% | +74.9% |
| 5Y | +194.7% | -96.7% | +291.4% | +205.1% |
| 10Y | +512.3% | -99.0% | +611.3% | +474.4% |
| All | +18,237.3% | -99.9% | +18,337.2% | +16,003.9% |
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