-27.8%
COIN vs CFG
+99.1%
-127.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.6% |
| 7D | -5.1% | -0.4% | -4.7% | -4.7% |
| 30D | +17.6% | -4.6% | +22.2% | +22.3% |
| 3M | +9.2% | +6.7% | +2.6% | +1.4% |
| 6M | -11.8% | +22.1% | -33.9% | -28.8% |
| YTD | -22.5% | +23.2% | -45.7% | -38.2% |
| 1Y | -45.9% | +40.3% | -86.2% | -62.1% |
| 3Y | +117.4% | +187.9% | -70.5% | -21.7% |
| All | -27.8% | +99.1% | -127.0% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling