-50.7%
COIN vs FDS
+31.1%
-81.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.4% |
| 7D | -6.7% | +9.4% | -16.1% | -9.3% |
| 30D | -19.5% | +23.8% | -43.3% | -24.8% |
| 3M | +0.5% | +25.1% | -24.6% | -6.0% |
| 6M | -25.4% | +53.8% | -79.2% | -34.7% |
| YTD | -33.0% | +19.6% | -52.6% | -38.6% |
| 1Y | -50.7% | +31.6% | -82.4% | -53.9% |
| All | -50.7% | +31.1% | -81.8% | -53.9% |
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