+241.9%
CORZ vs FCEL
-74.5%
+316.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.5% | -8.2% | +1.3% |
| 7D | -11.2% | -11.2% | 0.0% | -9.3% |
| 30D | -26.2% | -45.8% | +19.6% | -18.3% |
| 3M | -44.1% | -51.0% | +6.9% | -37.8% |
| 6M | -52.3% | -22.2% | -30.0% | -51.9% |
| YTD | -19.2% | +36.3% | -55.5% | -26.5% |
| 1Y | -42.9% | +29.0% | -71.9% | -48.0% |
| All | +241.9% | -74.5% | +316.3% | +265.2% |
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 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