-45.9%
COIN vs FROG
+74.0%
-119.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | +17.6% | +1.3% | +16.3% | +17.3% |
| 3M | +9.2% | +11.1% | -1.8% | +6.5% |
| 6M | -11.8% | +108.3% | -120.1% | -24.9% |
| YTD | -22.5% | +39.6% | -62.1% | -28.9% |
| 1Y | -45.9% | +74.7% | -120.6% | -52.4% |
| All | -45.9% | +74.0% | -119.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling