-61.1%
COIN vs CF
+208.9%
-270.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -5.3% | +4.8% | -10.1% | -5.6% |
| 30D | -26.2% | +4.7% | -30.9% | -26.5% |
| 3M | -17.1% | +7.4% | -24.5% | -17.9% |
| 6M | -36.7% | +0.6% | -37.3% | -37.1% |
| YTD | -43.6% | +64.1% | -107.7% | -49.3% |
| 1Y | -54.9% | +51.4% | -106.3% | -58.9% |
| 3Y | +37.8% | +67.8% | -30.0% | +20.8% |
| 5Y | -62.8% | +114.1% | -176.9% | -67.7% |
| All | -61.1% | +208.9% | -270.0% | -66.6% |
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