+117.4%
COIN vs FROG
+218.8%
-101.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | +17.6% | +1.3% | +16.3% | +16.9% |
| 3M | +9.2% | +11.1% | -1.8% | +4.9% |
| 6M | -11.8% | +108.3% | -120.1% | -32.0% |
| YTD | -22.5% | +39.6% | -62.1% | -33.5% |
| 1Y | -45.9% | +74.7% | -120.6% | -57.9% |
| 3Y | +117.4% | +224.1% | -106.7% | +14.4% |
| All | +117.4% | +218.8% | -101.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling