-99.9%
FCEL vs COPX
+200.8%
-300.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.4% |
| 7D | +15.1% | +6.0% | +9.1% | +10.3% |
| 30D | -16.4% | +6.4% | -22.9% | -20.4% |
| 3M | -5.3% | +19.3% | -24.5% | -16.1% |
| 6M | +124.5% | +16.2% | +108.3% | +102.7% |
| YTD | +126.7% | +33.2% | +93.5% | +83.2% |
| 1Y | +219.9% | +90.2% | +129.7% | +96.0% |
| 3Y | -61.6% | +175.7% | -237.3% | -82.5% |
| 5Y | -90.5% | +193.1% | -283.6% | -95.8% |
| 10Y | -99.1% | +619.4% | -718.5% | -99.8% |
| All | -99.9% | +200.8% | -300.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling