-30.7%
COIN vs FICO
+102.0%
-132.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.2% | -15.4% | +16.6% | +10.2% |
| 30D | +16.5% | -10.4% | +26.9% | +22.9% |
| 3M | +10.4% | -22.7% | +33.1% | +22.4% |
| 6M | -9.3% | -36.8% | +27.5% | +10.4% |
| YTD | -20.9% | -44.8% | +23.9% | +4.9% |
| 1Y | -40.8% | -39.3% | -1.5% | -28.6% |
| 3Y | +118.0% | +3.7% | +114.2% | +55.8% |
| 5Y | -30.7% | +101.7% | -132.4% | -70.5% |
| All | -30.7% | +102.0% | -132.7% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling