+117.4%
COIN vs FANG
+45.3%
+72.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.1% | +2.9% | -8.0% | -5.9% |
| 30D | +17.6% | +2.6% | +15.0% | +16.6% |
| 3M | +9.2% | +7.6% | +1.7% | +6.0% |
| 6M | -11.8% | +17.3% | -29.1% | -18.3% |
| YTD | -22.5% | +38.7% | -61.2% | -33.6% |
| 1Y | -45.9% | +51.6% | -97.5% | -55.7% |
| 3Y | +117.4% | +50.0% | +67.4% | +72.3% |
| All | +117.4% | +45.3% | +72.1% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling