-30.6%
COIN vs F
+47.4%
-78.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -3.8% |
| 7D | -10.6% | -3.7% | -6.9% | -8.2% |
| 30D | +16.0% | -0.7% | +16.7% | +16.3% |
| 3M | +11.9% | -1.9% | +13.8% | +12.8% |
| 6M | -12.3% | +16.1% | -28.4% | -25.1% |
| YTD | -23.8% | +9.5% | -33.3% | -32.1% |
| 1Y | -45.4% | +27.2% | -72.6% | -57.2% |
| 3Y | +109.9% | +36.3% | +73.6% | +45.7% |
| 5Y | -30.6% | +49.3% | -79.9% | -43.5% |
| All | -30.6% | +47.4% | -78.0% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling