+18,455.8%
COR vs FCEL
-99.9%
+18,555.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | +0.1% |
| 7D | -1.2% | +3.9% | -5.1% | -1.3% |
| 30D | +7.6% | -33.1% | +40.7% | +8.7% |
| 3M | +5.0% | -43.0% | +48.0% | +6.2% |
| 6M | +35.3% | -31.3% | +66.6% | +34.0% |
| YTD | +4.2% | +49.8% | -45.6% | -0.3% |
| 1Y | -3.4% | +48.2% | -51.6% | -7.8% |
| 3Y | +81.1% | -64.6% | +145.7% | +75.3% |
| 5Y | +195.8% | -96.7% | +292.5% | +206.4% |
| 10Y | +493.6% | -99.0% | +592.6% | +457.2% |
| All | +18,455.8% | -99.9% | +18,555.7% | +16,188.2% |
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