+68.5%
COST vs FCEL
-62.7%
+131.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.3% |
| 7D | -1.2% | +6.3% | -7.5% | -1.1% |
| 30D | -4.7% | -26.7% | +22.0% | -4.9% |
| 3M | -7.1% | -10.2% | +3.1% | -7.2% |
| 6M | -8.5% | +123.5% | -132.0% | -8.6% |
| YTD | +5.4% | +117.4% | -112.0% | +5.3% |
| 1Y | -5.6% | +146.0% | -151.6% | -5.8% |
| 3Y | +68.5% | -61.9% | +130.4% | +69.1% |
| All | +68.5% | -62.7% | +131.2% | +69.1% |
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