-41.3%
CORZ vs FCEL
+32.6%
-73.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.0% | -4.4% | -8.9% |
| 7D | -14.9% | -14.9% | -0.1% | -11.4% |
| 30D | -23.1% | -41.7% | +18.5% | -13.2% |
| 3M | -44.1% | -53.2% | +9.1% | -34.6% |
| 6M | -39.5% | -19.0% | -20.5% | -40.9% |
| YTD | -12.4% | +44.2% | -56.5% | -31.8% |
| 1Y | -41.3% | +42.4% | -83.7% | -55.9% |
| All | -41.3% | +32.6% | -73.9% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling