-45.5%
COIN vs CFG
+95.7%
-141.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.1% |
| 7D | +1.2% | +2.7% | -1.5% | -1.0% |
| 30D | +16.5% | -3.7% | +20.2% | +19.7% |
| 3M | +10.4% | +9.5% | +0.9% | +0.5% |
| 6M | -9.3% | +22.2% | -31.5% | -25.8% |
| YTD | -20.9% | +22.3% | -43.2% | -35.4% |
| 1Y | -40.8% | +39.4% | -80.2% | -57.2% |
| 3Y | +118.0% | +188.5% | -70.5% | -13.7% |
| 5Y | -30.7% | +101.5% | -132.2% | -60.0% |
| All | -45.5% | +95.7% | -141.2% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling