-47.5%
COIN vs FFIV
+93.1%
-140.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | +0.1% |
| 7D | -10.6% | +1.6% | -12.2% | -12.1% |
| 30D | +16.0% | -3.7% | +19.7% | +19.7% |
| 3M | +11.9% | +2.0% | +9.9% | +7.5% |
| 6M | -12.3% | +39.3% | -51.6% | -40.2% |
| YTD | -23.8% | +56.1% | -79.9% | -53.8% |
| 1Y | -45.4% | +22.0% | -67.3% | -58.1% |
| 3Y | +109.9% | +148.2% | -38.3% | -29.3% |
| 5Y | -30.6% | +96.3% | -127.0% | -69.7% |
| All | -47.5% | +93.1% | -140.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling