-90.6%
FCEL vs COPX
+163.4%
-253.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.3% | -2.3% | +8.6% | +9.0% |
| 30D | -26.7% | +0.3% | -26.9% | -26.9% |
| 3M | -10.2% | +6.8% | -17.0% | -14.5% |
| 6M | +123.5% | +7.9% | +115.5% | +111.2% |
| YTD | +117.4% | +23.7% | +93.6% | +79.5% |
| 1Y | +146.0% | +71.5% | +74.4% | +50.0% |
| 3Y | -61.9% | +149.1% | -211.0% | -84.1% |
| All | -90.6% | +163.4% | -253.9% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling