-63.0%
COIN vs FIVE
+16.7%
-79.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -5.3% | +2.7% | -7.9% | -6.6% |
| 30D | -26.2% | +12.7% | -38.8% | -30.5% |
| 3M | -17.1% | +2.1% | -19.1% | -18.5% |
| 6M | -36.7% | +17.5% | -54.2% | -43.0% |
| YTD | -43.6% | +31.0% | -74.5% | -52.2% |
| 1Y | -54.9% | +67.7% | -122.7% | -66.6% |
| 3Y | +37.8% | +43.4% | -5.6% | +5.1% |
| All | -63.0% | +16.7% | -79.8% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling