-63.0%
COIN vs FIX
+1,026.2%
-1,089.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.6% |
| 7D | -5.3% | +9.4% | -14.7% | -9.9% |
| 30D | -26.2% | -27.8% | +1.6% | -14.1% |
| 3M | -17.1% | -35.6% | +18.5% | +1.1% |
| 6M | -36.7% | -45.2% | +8.5% | -18.1% |
| YTD | -43.6% | +19.5% | -63.0% | -56.2% |
| 1Y | -54.9% | +24.2% | -79.2% | -66.2% |
| 3Y | +37.8% | +494.2% | -456.4% | -69.8% |
| All | -63.0% | +1,026.2% | -1,089.3% | -96.3% |
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