+42.4%
FCEL vs COO
-7.7%
+50.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -3.7% |
| 7D | -14.9% | +8.4% | -23.3% | -12.0% |
| 30D | -41.7% | +13.5% | -55.1% | -38.7% |
| 3M | -53.2% | -13.8% | -39.4% | -56.0% |
| 6M | -19.0% | +4.7% | -23.8% | -16.1% |
| YTD | +44.2% | -21.4% | +65.6% | +71.4% |
| 1Y | +42.4% | -6.7% | +49.2% | +66.8% |
| All | +42.4% | -7.7% | +50.1% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling