-49.4%
COIN vs FRMI
-78.1%
+28.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -5.1% | +7.4% | -12.5% | -6.5% |
| 30D | +17.6% | -27.6% | +45.2% | +23.8% |
| 3M | +9.2% | -20.9% | +30.1% | +10.5% |
| 6M | -11.8% | -36.6% | +24.8% | -9.5% |
| YTD | -22.5% | -31.3% | +8.8% | -21.6% |
| All | -49.4% | -78.1% | +28.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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