+420.1%
CORZ vs FCEL
-61.7%
+481.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | +8.4% | -15.8% | +24.2% | +10.9% |
| 30D | -17.8% | -29.3% | +11.5% | -13.7% |
| 3M | -35.9% | -30.1% | -5.8% | -34.3% |
| 6M | +12.9% | +74.4% | -61.5% | -1.3% |
| YTD | +22.9% | +104.5% | -81.6% | +4.8% |
| 1Y | +31.4% | +281.4% | -250.0% | +2.4% |
| All | +420.1% | -61.7% | +481.7% | +420.8% |
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