-46.6%
COIN vs FIS
-70.7%
+24.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | -5.1% | -7.9% | +2.8% | +0.1% |
| 30D | +17.6% | -8.0% | +25.6% | +23.6% |
| 3M | +9.2% | +0.6% | +8.6% | +7.2% |
| 6M | -11.8% | -22.2% | +10.4% | +2.2% |
| YTD | -22.5% | -40.8% | +18.3% | +8.4% |
| 1Y | -45.9% | -41.5% | -4.4% | -24.0% |
| 3Y | +117.4% | -25.5% | +142.9% | +153.7% |
| 5Y | -29.4% | -64.8% | +35.3% | +19.6% |
| All | -46.6% | -70.7% | +24.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling