+118.0%
COIN vs CF
+76.4%
+41.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | +16.5% | +18.1% | -1.6% | +16.2% |
| 3M | +10.4% | +23.4% | -13.0% | +9.6% |
| 6M | -9.3% | +17.1% | -26.4% | -11.3% |
| YTD | -20.9% | +76.2% | -97.1% | -28.9% |
| 1Y | -40.8% | +62.3% | -103.0% | -45.9% |
| 3Y | +118.0% | +71.8% | +46.2% | +88.7% |
| All | +118.0% | +76.4% | +41.6% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling