-46.8%
COIN vs FITB
+72.4%
-119.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | -0.1% | -0.4% | +0.2% | +0.3% |
| 30D | +17.5% | -5.1% | +22.7% | +22.3% |
| 3M | +12.4% | +3.5% | +8.8% | +7.9% |
| 6M | -12.5% | +17.2% | -29.8% | -25.6% |
| YTD | -22.7% | +17.6% | -40.4% | -34.9% |
| 1Y | -45.2% | +23.4% | -68.5% | -56.0% |
| 3Y | +112.8% | +129.7% | -16.9% | +3.4% |
| 5Y | -31.9% | +68.4% | -100.3% | -52.2% |
| All | -46.8% | +72.4% | -119.2% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling