-50.7%
COIN vs FIVE
+63.3%
-114.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | +1.5% |
| 7D | -6.7% | +7.5% | -14.1% | -9.3% |
| 30D | -19.5% | +16.7% | -36.2% | -24.3% |
| 3M | +0.5% | +13.4% | -12.9% | -5.0% |
| 6M | -25.4% | +9.0% | -34.4% | -27.9% |
| YTD | -33.0% | +33.8% | -66.8% | -45.5% |
| 1Y | -50.7% | +61.2% | -111.9% | -66.4% |
| All | -50.7% | +63.3% | -114.0% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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