-45.5%
COIN vs FIX
+2,031.4%
-2,076.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.4% |
| 7D | +1.2% | +6.1% | -4.9% | -2.1% |
| 30D | +16.5% | -2.7% | +19.2% | +17.3% |
| 3M | +10.4% | -10.9% | +21.3% | +13.1% |
| 6M | -9.3% | +29.0% | -38.3% | -27.1% |
| YTD | -20.9% | +76.9% | -97.8% | -48.1% |
| 1Y | -40.8% | +130.7% | -171.5% | -67.5% |
| 3Y | +118.0% | +790.7% | -672.7% | -56.9% |
| 5Y | -30.7% | +2,185.6% | -2,216.3% | -93.5% |
| All | -45.5% | +2,031.4% | -2,076.9% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling