-99.0%
FCEL vs COO
+38.3%
-137.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.7% |
| 7D | -8.3% | +4.5% | -12.8% | -10.5% |
| 30D | -43.0% | +16.9% | -59.9% | -48.0% |
| 3M | -48.2% | -16.7% | -31.5% | -44.0% |
| 6M | -25.0% | +5.9% | -30.9% | -31.6% |
| YTD | +40.6% | -22.4% | +63.1% | +54.3% |
| 1Y | +36.0% | -10.1% | +46.1% | +35.5% |
| 3Y | -66.7% | -22.8% | -44.0% | -65.0% |
| 5Y | -96.7% | -41.4% | -55.2% | -95.9% |
| 10Y | -99.0% | +41.3% | -140.3% | -99.1% |
| All | -99.0% | +38.3% | -137.4% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling