-39.8%
COIN vs FIX
+128.3%
-168.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.9% |
| 7D | +3.4% | +6.0% | -2.7% | +1.1% |
| 30D | +23.2% | -7.2% | +30.4% | +26.1% |
| 3M | +12.5% | -15.9% | +28.3% | +17.2% |
| 6M | -11.6% | +12.7% | -24.4% | -22.3% |
| YTD | -18.4% | +72.8% | -91.1% | -43.9% |
| 1Y | -39.8% | +122.9% | -162.7% | -63.2% |
| All | -39.8% | +128.3% | -168.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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