+16,613.3%
COST vs FCEL
-99.7%
+16,713.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.4% | -1.4% |
| 7D | -3.2% | +4.0% | -7.1% | -3.5% |
| 30D | -4.0% | -13.1% | +9.1% | -3.6% |
| 3M | -6.5% | +14.6% | -21.1% | -8.5% |
| 6M | -8.5% | +133.7% | -142.2% | -14.7% |
| YTD | +6.0% | +143.0% | -136.9% | -1.8% |
| 1Y | -5.8% | +320.9% | -326.7% | -16.0% |
| 3Y | +71.8% | -58.9% | +130.7% | +64.1% |
| 5Y | +106.2% | -89.7% | +195.9% | +104.9% |
| 10Y | +602.0% | -99.1% | +701.1% | +563.2% |
| All | +16,613.3% | -99.7% | +16,713.0% | +13,784.7% |
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