-46.8%
COIN vs FIX
+108.7%
-155.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -10.6% | +0.7% | -11.3% | -10.9% |
| 30D | +16.0% | -5.7% | +21.7% | +17.9% |
| 3M | +11.9% | -7.4% | +19.3% | +10.7% |
| 6M | -12.3% | +15.1% | -27.4% | -24.2% |
| YTD | -23.8% | +70.7% | -94.5% | -48.2% |
| All | -46.8% | +108.7% | -155.6% | -68.0% |
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 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