-60.2%
COIN vs CF
+208.5%
-268.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.2% |
| 7D | -4.5% | +5.4% | -9.9% | -4.8% |
| 30D | -28.1% | +6.5% | -34.7% | -28.5% |
| 3M | -12.3% | +4.6% | -17.0% | -13.0% |
| 6M | -37.1% | -3.3% | -33.8% | -37.1% |
| YTD | -42.2% | +63.9% | -106.1% | -48.1% |
| 1Y | -57.0% | +50.4% | -107.5% | -60.8% |
| 3Y | +40.6% | +68.2% | -27.6% | +23.2% |
| 5Y | -61.9% | +113.8% | -175.7% | -66.9% |
| All | -60.2% | +208.5% | -268.7% | -65.8% |
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