+322.1%
CORZ vs FCEL
-75.2%
+397.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.5% | +2.0% |
| 7D | +23.5% | -2.8% | +26.3% | +24.1% |
| 30D | +7.5% | -31.6% | +39.1% | +14.8% |
| 3M | -26.6% | -52.4% | +25.8% | -17.8% |
| 6M | -39.5% | -51.4% | +11.9% | -34.8% |
| YTD | -0.3% | +32.4% | -32.7% | -8.8% |
| 1Y | -4.2% | +37.5% | -41.7% | -13.3% |
| All | +322.1% | -75.2% | +397.3% | +353.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling