+113.7%
COIN vs CFG
+183.3%
-69.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | -10.6% | -1.7% | -8.9% | -9.2% |
| 30D | +16.0% | -4.6% | +20.6% | +20.3% |
| 3M | +11.9% | +7.9% | +4.0% | +2.7% |
| 6M | -12.3% | +19.9% | -32.2% | -28.1% |
| YTD | -23.8% | +21.7% | -45.5% | -38.6% |
| 1Y | -45.4% | +38.4% | -83.8% | -61.3% |
| All | +113.7% | +183.3% | -69.6% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling