+34.5%
CORZ vs FCEL
+328.0%
-293.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +18.8% | -14.1% | +1.0% |
| 7D | +16.6% | +4.0% | +12.6% | +14.9% |
| 30D | -10.9% | -13.1% | +2.2% | -9.0% |
| 3M | -31.0% | +14.6% | -45.6% | -35.0% |
| 6M | +26.0% | +133.7% | -107.6% | -3.2% |
| YTD | +28.6% | +143.0% | -114.3% | -2.7% |
| 1Y | +34.5% | +320.9% | -286.4% | -3.6% |
| All | +34.5% | +328.0% | -293.5% | -3.6% |
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