-46.8%
COIN vs FDS
-5.0%
-41.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -0.1% |
| 7D | -0.1% | -8.8% | +8.7% | +6.3% |
| 30D | +17.5% | -1.4% | +18.9% | +18.7% |
| 3M | +12.4% | +13.9% | -1.5% | +0.7% |
| 6M | -12.5% | +27.4% | -39.9% | -30.7% |
| YTD | -22.7% | -2.5% | -20.3% | -23.6% |
| 1Y | -45.2% | -23.8% | -21.4% | -33.1% |
| 3Y | +112.8% | -32.5% | +145.3% | +176.8% |
| 5Y | -31.9% | -23.2% | -8.7% | -13.6% |
| All | -46.8% | -5.0% | -41.8% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling