-67.5%
FCEL vs COO
-23.3%
-44.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +8.1% |
| 7D | +3.0% | +4.3% | -1.2% | +2.2% |
| 30D | -40.0% | +17.6% | -57.6% | -42.3% |
| 3M | -47.0% | -13.9% | -33.2% | -45.3% |
| 6M | -21.0% | +6.6% | -27.6% | -25.4% |
| YTD | +48.0% | -22.0% | +70.0% | +62.4% |
| 1Y | +43.9% | -8.8% | +52.7% | +45.7% |
| 3Y | -67.5% | -21.5% | -46.0% | -70.7% |
| All | -67.5% | -23.3% | -44.2% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling