-39.8%
COIN vs FANG
+43.7%
-83.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.3% | -4.4% |
| 7D | +3.4% | +0.8% | +2.6% | +3.4% |
| 30D | +23.2% | +7.6% | +15.6% | +24.1% |
| 3M | +12.5% | -1.3% | +13.8% | +13.3% |
| 6M | -11.6% | +14.7% | -26.3% | -11.9% |
| YTD | -18.4% | +34.8% | -53.1% | -20.9% |
| 1Y | -39.8% | +42.9% | -82.7% | -40.7% |
| All | -39.8% | +43.7% | -83.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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