-12.5%
COIN vs FFIV
+43.7%
-56.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.2% | -3.6% |
| 7D | -0.1% | +3.5% | -3.6% | -1.3% |
| 30D | +17.5% | -1.3% | +18.8% | +18.2% |
| 3M | +12.4% | +2.4% | +10.0% | +10.7% |
| 6M | -12.5% | +41.8% | -54.4% | -27.4% |
| All | -12.5% | +43.7% | -56.3% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling