+116.7%
COIN vs FIX
+764.7%
-647.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | -1.4% |
| 7D | -0.1% | +3.5% | -3.7% | -1.8% |
| 30D | +17.5% | -3.5% | +21.0% | +18.7% |
| 3M | +12.4% | -11.8% | +24.1% | +15.3% |
| 6M | -12.5% | +17.8% | -30.3% | -23.9% |
| YTD | -22.7% | +73.3% | -96.0% | -45.7% |
| 1Y | -45.2% | +128.1% | -173.3% | -66.9% |
| All | +116.7% | +764.7% | -647.9% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling