-11.8%
COIN vs FIGR
-11.3%
-0.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.4% | +3.5% |
| 7D | -5.1% | -3.0% | -2.0% | -4.2% |
| 30D | +17.6% | +13.7% | +3.9% | +12.2% |
| 3M | +9.2% | +23.9% | -14.6% | +0.9% |
| 6M | -11.8% | -8.4% | -3.3% | -11.7% |
| All | -11.8% | -11.3% | -0.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 6mo: compounded portfolio wealth divided by compounded FIGR 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…
6mo analysis · Full analysis span regression · 6 months rolling