-50.7%
COIN vs CF
+35.9%
-86.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +3.1% |
| 7D | -6.7% | -6.9% | +0.2% | -7.9% |
| 30D | -19.5% | -3.7% | -15.8% | -20.0% |
| 3M | +0.5% | -5.0% | +5.5% | -0.5% |
| 6M | -25.4% | -10.5% | -14.9% | -26.4% |
| YTD | -33.0% | +46.5% | -79.5% | -48.2% |
| 1Y | -50.7% | +34.8% | -85.5% | -58.0% |
| All | -50.7% | +35.9% | -86.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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