+606.1%
COST vs FCEL
-99.1%
+705.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.2% |
| 7D | -1.2% | +6.3% | -7.5% | -1.4% |
| 30D | -4.7% | -26.7% | +22.0% | -4.2% |
| 3M | -7.1% | -10.2% | +3.1% | -7.6% |
| 6M | -8.5% | +123.5% | -132.0% | -11.6% |
| YTD | +5.4% | +117.4% | -112.0% | +1.6% |
| 1Y | -5.6% | +146.0% | -151.6% | -9.8% |
| 3Y | +68.5% | -61.9% | +130.4% | +65.3% |
| 5Y | +105.2% | -90.5% | +195.8% | +106.0% |
| All | +606.1% | -99.1% | +705.2% | +641.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling