+104.7%
COST vs FCEL
-91.3%
+196.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +0.1% |
| 7D | -2.5% | +6.3% | -8.8% | -2.7% |
| 30D | -4.4% | -18.8% | +14.4% | -4.1% |
| 3M | -8.1% | -3.8% | -4.3% | -9.0% |
| 6M | -9.2% | +121.1% | -130.4% | -13.7% |
| YTD | +5.1% | +113.3% | -108.2% | -0.3% |
| 1Y | -5.1% | +173.5% | -178.6% | -11.8% |
| 3Y | +70.4% | -63.9% | +134.3% | +71.0% |
| 5Y | +104.7% | -90.7% | +195.4% | +120.9% |
| All | +104.7% | -91.3% | +196.0% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling