-46.6%
COIN vs FCEL
-95.3%
+48.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | -5.1% | +6.3% | -11.4% | -7.4% |
| 30D | +17.6% | -26.7% | +44.3% | +25.4% |
| 3M | +9.2% | -10.2% | +19.4% | +1.5% |
| 6M | -11.8% | +123.5% | -135.3% | -45.8% |
| YTD | -22.5% | +117.4% | -139.9% | -52.8% |
| 1Y | -45.9% | +146.0% | -191.9% | -70.5% |
| 3Y | +117.4% | -61.9% | +179.3% | +82.1% |
| 5Y | -29.4% | -90.5% | +61.1% | +17.3% |
| All | -46.6% | -95.3% | +48.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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