-54.9%
COIN vs RF
+18.9%
-73.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.8% |
| 7D | -5.3% | +1.9% | -7.2% | -6.0% |
| 30D | -26.2% | +7.3% | -33.5% | -27.9% |
| 3M | -17.1% | -7.9% | -9.1% | -15.0% |
| 6M | -36.7% | +10.5% | -47.3% | -40.9% |
| YTD | -43.6% | +9.6% | -53.2% | -48.2% |
| 1Y | -54.9% | +20.3% | -75.2% | -61.3% |
| All | -54.9% | +18.9% | -73.8% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling