+117.4%
COIN vs FLEX
+481.3%
-363.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.2% | -5.5% | -1.2% |
| 7D | -5.1% | +5.7% | -10.8% | -7.4% |
| 30D | +17.6% | -7.0% | +24.6% | +20.5% |
| 3M | +9.2% | -23.8% | +33.1% | +18.5% |
| 6M | -11.8% | +82.6% | -94.4% | -46.9% |
| YTD | -22.5% | +91.6% | -114.1% | -55.3% |
| 1Y | -45.9% | +100.6% | -146.5% | -70.1% |
| 3Y | +117.4% | +479.8% | -362.4% | -24.6% |
| All | +117.4% | +481.3% | -363.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling