-62.6%
FCEL vs COPX
+149.6%
-212.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.0% | +1.1% | +0.6% |
| 7D | +6.3% | -2.9% | +9.2% | +9.6% |
| 30D | -18.8% | 0.0% | -18.8% | -18.9% |
| 3M | -3.8% | +14.8% | -18.6% | -14.1% |
| 6M | +121.1% | +7.0% | +114.1% | +111.0% |
| YTD | +113.3% | +23.8% | +89.4% | +76.6% |
| 1Y | +173.5% | +75.7% | +97.8% | +64.7% |
| All | -62.6% | +149.6% | -212.2% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling