-50.7%
COIN vs FITB
+36.9%
-87.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.6% |
| 7D | -6.7% | +2.3% | -9.0% | -7.6% |
| 30D | -19.5% | +7.7% | -27.2% | -21.9% |
| 3M | +0.5% | -4.5% | +5.0% | +1.9% |
| 6M | -25.4% | +12.5% | -37.8% | -30.6% |
| YTD | -33.0% | +19.8% | -52.8% | -41.7% |
| 1Y | -50.7% | +34.1% | -84.9% | -63.6% |
| All | -50.7% | +36.9% | -87.6% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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