-46.8%
COIN vs FDX
+46.7%
-93.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.4% |
| 7D | -0.1% | -2.3% | +2.2% | +1.5% |
| 30D | +17.5% | -4.9% | +22.4% | +21.2% |
| 3M | +12.4% | -6.5% | +18.8% | +16.5% |
| 6M | -12.5% | +6.7% | -19.2% | -18.1% |
| YTD | -22.7% | +33.9% | -56.6% | -38.6% |
| 1Y | -45.2% | +72.2% | -117.4% | -63.7% |
| 3Y | +112.8% | +60.2% | +52.6% | +35.5% |
| 5Y | -31.9% | +62.9% | -94.8% | -61.9% |
| All | -46.8% | +46.7% | -93.4% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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