-99.1%
FCEL vs COPX
+583.8%
-682.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.3% | -2.3% | +8.6% | +8.9% |
| 30D | -26.7% | +0.3% | -26.9% | -26.9% |
| 3M | -10.2% | +6.8% | -17.0% | -14.0% |
| 6M | +123.5% | +7.9% | +115.5% | +112.1% |
| YTD | +117.4% | +23.7% | +93.6% | +81.8% |
| 1Y | +146.0% | +71.5% | +74.4% | +54.6% |
| 3Y | -61.9% | +149.1% | -211.0% | -82.9% |
| 5Y | -90.5% | +167.3% | -257.8% | -96.0% |
| All | -99.1% | +583.8% | -682.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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