-39.8%
COIN vs COF
+0.3%
-40.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.9% |
| 7D | +3.4% | +1.8% | +1.5% | +2.1% |
| 30D | +23.2% | -0.6% | +23.7% | +23.3% |
| 3M | +12.5% | +20.3% | -7.8% | -2.7% |
| 6M | -11.6% | +13.0% | -24.6% | -20.0% |
| YTD | -18.4% | -8.3% | -10.0% | -14.9% |
| 1Y | -39.8% | -1.5% | -38.4% | -38.7% |
| All | -39.8% | +0.3% | -40.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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