-31.9%
COIN vs CF
+247.6%
-279.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.7% |
| 7D | -0.1% | -0.8% | +0.7% | -0.1% |
| 30D | +17.5% | +14.3% | +3.2% | +15.7% |
| 3M | +12.4% | +27.9% | -15.5% | +8.7% |
| 6M | -12.5% | +25.5% | -38.1% | -16.9% |
| YTD | -22.7% | +81.2% | -103.9% | -32.1% |
| 1Y | -45.2% | +66.5% | -111.7% | -51.0% |
| 3Y | +112.8% | +76.7% | +36.2% | +83.6% |
| 5Y | -31.9% | +237.8% | -269.7% | -46.8% |
| All | -31.9% | +247.6% | -279.5% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling