-27.8%
COIN vs FIX
+2,296.7%
-2,324.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | -1.7% |
| 7D | -5.1% | +5.0% | -10.1% | -7.8% |
| 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% | -26.0% |
| YTD | -22.5% | +81.4% | -103.9% | -50.3% |
| 1Y | -45.9% | +121.5% | -167.4% | -69.7% |
| 3Y | +117.4% | +807.4% | -690.0% | -59.5% |
| All | -27.8% | +2,296.7% | -2,324.5% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling