-47.5%
COIN vs FCEL
-95.4%
+47.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | +0.2% |
| 7D | -10.6% | +6.3% | -16.9% | -12.8% |
| 30D | +16.0% | -18.8% | +34.8% | +19.9% |
| 3M | +11.9% | -3.8% | +15.7% | +1.8% |
| 6M | -12.3% | +121.1% | -133.5% | -46.0% |
| YTD | -23.8% | +113.3% | -137.1% | -53.3% |
| 1Y | -45.4% | +173.5% | -218.9% | -71.4% |
| 3Y | +109.9% | -63.9% | +173.8% | +80.2% |
| 5Y | -30.6% | -90.7% | +60.1% | +15.9% |
| All | -47.5% | -95.4% | +47.9% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling