-46.6%
COIN vs FERG
+96.7%
-143.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -5.1% | -2.6% | -2.5% | -3.1% |
| 30D | +17.6% | -8.9% | +26.5% | +26.5% |
| 3M | +9.2% | -2.0% | +11.3% | +8.7% |
| 6M | -11.8% | -3.2% | -8.6% | -12.7% |
| YTD | -22.5% | +1.5% | -24.0% | -27.0% |
| 1Y | -45.9% | +0.5% | -46.4% | -48.9% |
| 3Y | +117.4% | +50.4% | +67.0% | +33.9% |
| 5Y | -29.4% | +68.7% | -98.1% | -63.4% |
| All | -46.6% | +96.7% | -143.3% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling