-46.6%
COIN vs FIX
+2,086.1%
-2,132.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | -1.7% |
| 7D | -5.1% | +5.0% | -10.1% | -7.7% |
| 30D | +17.6% | -2.7% | +20.3% | +18.4% |
| 3M | +9.2% | -8.2% | +17.5% | +10.2% |
| 6M | -11.8% | +20.3% | -32.0% | -25.8% |
| YTD | -22.5% | +81.4% | -103.9% | -49.9% |
| 1Y | -45.9% | +121.5% | -167.4% | -69.4% |
| 3Y | +117.4% | +807.4% | -690.0% | -57.4% |
| 5Y | -29.4% | +2,306.7% | -2,336.2% | -93.5% |
| All | -46.6% | +2,086.1% | -2,132.8% | -95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling