-27.8%
COIN vs COF
+44.8%
-72.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.2% |
| 7D | -5.1% | -5.1% | +0.1% | +0.1% |
| 30D | +17.6% | -6.0% | +23.6% | +24.8% |
| 3M | +9.2% | +14.8% | -5.6% | -6.0% |
| 6M | -11.8% | +15.3% | -27.1% | -25.2% |
| YTD | -22.5% | -13.0% | -9.5% | -12.6% |
| 1Y | -45.9% | -5.7% | -40.2% | -44.3% |
| 3Y | +117.4% | +118.1% | -0.7% | -7.5% |
| All | -27.8% | +44.8% | -72.7% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling