-39.8%
COIN vs FDS
-17.4%
-22.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.4% |
| 7D | +3.4% | -1.9% | +5.3% | +3.9% |
| 30D | +23.2% | +9.0% | +14.2% | +21.4% |
| 3M | +12.5% | +18.9% | -6.4% | +7.8% |
| 6M | -11.6% | +35.1% | -46.8% | -17.6% |
| YTD | -18.4% | +5.5% | -23.9% | -23.7% |
| 1Y | -39.8% | -16.8% | -23.0% | -46.9% |
| All | -39.8% | -17.4% | -22.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling