-46.6%
COIN vs RF
+81.1%
-127.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.2% |
| 7D | -5.1% | -1.0% | -4.1% | -4.3% |
| 30D | +17.6% | -3.7% | +21.3% | +20.9% |
| 3M | +9.2% | +5.3% | +3.9% | +3.0% |
| 6M | -11.8% | +17.2% | -29.0% | -25.3% |
| YTD | -22.5% | +14.5% | -37.0% | -33.2% |
| 1Y | -45.9% | +15.9% | -61.8% | -54.0% |
| 3Y | +117.4% | +91.2% | +26.2% | +21.7% |
| 5Y | -29.4% | +90.0% | -119.5% | -54.1% |
| All | -46.6% | +81.1% | -127.7% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling