-27.8%
COIN vs FERG
+67.5%
-95.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -5.1% | -2.6% | -2.5% | -3.0% |
| 30D | +17.6% | -8.9% | +26.5% | +26.8% |
| 3M | +9.2% | -2.0% | +11.3% | +8.7% |
| 6M | -11.8% | -3.2% | -8.6% | -12.8% |
| YTD | -22.5% | +1.5% | -24.0% | -27.2% |
| 1Y | -45.9% | +0.5% | -46.4% | -49.1% |
| 3Y | +117.4% | +50.4% | +67.0% | +29.7% |
| All | -27.8% | +67.5% | -95.4% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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