-46.8%
COIN vs FLEX
+724.3%
-771.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -1.5% |
| 7D | -0.1% | +6.4% | -6.5% | -3.7% |
| 30D | +17.5% | -5.9% | +23.4% | +20.7% |
| 3M | +12.4% | -23.5% | +35.8% | +24.5% |
| 6M | -12.5% | +83.7% | -96.3% | -54.8% |
| YTD | -22.7% | +86.5% | -109.2% | -61.0% |
| 1Y | -45.2% | +100.5% | -145.7% | -74.4% |
| 3Y | +112.8% | +469.8% | -357.0% | -62.5% |
| 5Y | -31.9% | +725.7% | -757.5% | -91.9% |
| All | -46.8% | +724.3% | -771.1% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling