-46.8%
COIN vs FROG
+66.3%
-113.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.7% |
| 7D | -0.1% | -4.8% | +4.7% | +2.3% |
| 30D | +17.5% | -0.9% | +18.5% | +17.4% |
| 3M | +12.4% | +7.5% | +4.9% | +6.4% |
| 6M | -12.5% | +107.0% | -119.6% | -43.3% |
| YTD | -22.7% | +39.8% | -62.5% | -41.3% |
| 1Y | -45.2% | +74.8% | -120.0% | -64.4% |
| 3Y | +112.8% | +219.3% | -106.4% | -22.3% |
| 5Y | -31.9% | +133.0% | -164.8% | -75.9% |
| All | -46.8% | +66.3% | -113.0% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling