+116.7%
COIN vs F
+31.4%
+85.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.6% | 0.0% |
| 7D | -0.1% | -4.9% | +4.7% | +3.0% |
| 30D | +17.5% | -2.9% | +20.4% | +19.5% |
| 3M | +12.4% | -9.1% | +21.4% | +18.5% |
| 6M | -12.5% | +12.9% | -25.5% | -21.0% |
| YTD | -22.7% | +6.1% | -28.8% | -27.5% |
| 1Y | -45.2% | +22.5% | -67.7% | -53.4% |
| All | +116.7% | +31.4% | +85.3% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling