-89.7%
FCEL vs COO
-39.5%
-50.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.7% | +21.5% | +20.4% |
| 7D | +4.0% | -2.3% | +6.3% | +5.0% |
| 30D | -13.1% | -8.8% | -4.3% | -8.8% |
| 3M | +14.6% | +1.3% | +13.2% | +10.4% |
| 6M | +133.7% | -11.6% | +145.3% | +143.6% |
| YTD | +143.0% | -17.4% | +160.4% | +167.0% |
| 1Y | +320.9% | -1.6% | +322.5% | +299.2% |
| 3Y | -58.9% | -22.6% | -36.2% | -56.0% |
| 5Y | -89.7% | -40.3% | -49.3% | -86.8% |
| All | -89.7% | -39.5% | -50.2% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling