-46.6%
COIN vs FLR
+148.3%
-194.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | -5.1% | -3.5% | -1.6% | -3.4% |
| 30D | +17.6% | +4.2% | +13.4% | +15.1% |
| 3M | +9.2% | +8.1% | +1.2% | +3.5% |
| 6M | -11.8% | +21.5% | -33.3% | -23.7% |
| YTD | -22.5% | +36.8% | -59.3% | -37.1% |
| 1Y | -45.9% | +31.2% | -77.1% | -55.1% |
| 3Y | +117.4% | +53.9% | +63.5% | +67.2% |
| 5Y | -29.4% | +243.0% | -272.5% | -56.7% |
| All | -46.6% | +148.3% | -194.9% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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