-45.2%
COIN vs FICO
-36.4%
-8.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.7% | -3.7% |
| 7D | -0.1% | -10.6% | +10.4% | +2.4% |
| 30D | +17.5% | -6.3% | +23.9% | +19.4% |
| 3M | +12.4% | -19.7% | +32.1% | +16.2% |
| 6M | -12.5% | -31.8% | +19.2% | -5.1% |
| YTD | -22.7% | -41.8% | +19.1% | -13.0% |
| 1Y | -45.2% | -36.4% | -8.8% | -41.1% |
| All | -45.2% | -36.4% | -8.8% | -41.1% |
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