-43.8%
COIN vs FICO
+77.3%
-121.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -16.7% | +12.5% | +5.0% |
| 7D | +3.4% | -19.2% | +22.5% | +15.4% |
| 30D | +23.2% | -14.6% | +37.8% | +33.3% |
| 3M | +12.5% | -20.1% | +32.6% | +22.3% |
| 6M | -11.6% | -36.3% | +24.7% | +6.7% |
| YTD | -18.4% | -44.9% | +26.5% | +7.9% |
| 1Y | -39.8% | -38.6% | -1.2% | -28.1% |
| 3Y | +136.7% | +4.0% | +132.8% | +72.5% |
| 5Y | -33.7% | +99.5% | -133.2% | -72.7% |
| All | -43.8% | +77.3% | -121.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling