-39.8%
COIN vs F
+31.3%
-71.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.6% | -4.9% |
| 7D | +3.4% | +5.3% | -2.0% | +0.9% |
| 30D | +23.2% | +4.6% | +18.6% | +20.6% |
| 3M | +12.5% | -3.7% | +16.2% | +14.1% |
| 6M | -11.6% | +16.8% | -28.4% | -17.4% |
| YTD | -18.4% | +15.3% | -33.6% | -23.6% |
| 1Y | -39.8% | +31.0% | -70.8% | -46.1% |
| All | -39.8% | +31.3% | -71.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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