-43.8%
COIN vs CF
+229.3%
-273.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -0.9% | -3.9% |
| 7D | +3.4% | +6.0% | -2.7% | +2.7% |
| 30D | +23.2% | +14.8% | +8.3% | +21.4% |
| 3M | +12.5% | +14.1% | -1.6% | +10.7% |
| 6M | -11.6% | +28.5% | -40.2% | -16.3% |
| YTD | -18.4% | +74.9% | -93.3% | -27.0% |
| 1Y | -39.8% | +61.7% | -101.5% | -45.4% |
| 3Y | +136.7% | +80.3% | +56.4% | +106.1% |
| 5Y | -33.7% | +226.0% | -259.7% | -41.6% |
| All | -43.8% | +229.3% | -273.1% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling