-50.7%
COIN vs FICO
-57.1%
+6.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.7% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -19.5% | +1.7% | -21.2% | -20.1% |
| 3M | +0.5% | -33.0% | +33.6% | +7.7% |
| 6M | -25.4% | -33.9% | +8.5% | -22.4% |
| YTD | -33.0% | -58.5% | +25.5% | -23.8% |
| 1Y | -50.7% | -56.4% | +5.6% | -43.7% |
| All | -50.7% | -57.1% | +6.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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