-39.8%
COIN vs CFG
+40.4%
-80.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +3.4% | +1.5% | +1.8% | +2.5% |
| 30D | +23.2% | -3.8% | +27.0% | +25.7% |
| 3M | +12.5% | +11.5% | +1.0% | +2.7% |
| 6M | -11.6% | +19.2% | -30.8% | -24.6% |
| YTD | -18.4% | +23.7% | -42.1% | -32.1% |
| 1Y | -39.8% | +38.8% | -78.7% | -54.5% |
| All | -39.8% | +40.4% | -80.2% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling