-61.1%
COIN vs FIVE
+22.6%
-83.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.4% |
| 3M | -17.1% | +2.1% | -19.1% | -18.4% |
| 6M | -36.7% | +17.5% | -54.2% | -42.8% |
| YTD | -43.6% | +31.0% | -74.5% | -51.9% |
| 1Y | -54.9% | +67.7% | -122.7% | -66.2% |
| 3Y | +37.8% | +43.4% | -5.6% | +4.9% |
| 5Y | -62.8% | +18.1% | -80.9% | -72.0% |
| All | -61.1% | +22.6% | -83.8% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling