-45.9%
COIN vs FFIV
+26.0%
-71.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | 0.0% |
| 7D | -5.1% | +5.4% | -10.5% | -7.7% |
| 30D | +17.6% | -2.7% | +20.3% | +19.2% |
| 3M | +9.2% | +4.5% | +4.7% | +5.8% |
| 6M | -11.8% | +42.2% | -54.0% | -30.3% |
| YTD | -22.5% | +61.3% | -83.8% | -42.3% |
| 1Y | -45.9% | +23.0% | -68.9% | -55.1% |
| All | -45.9% | +26.0% | -71.9% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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