-31.9%
COIN vs RF
+88.8%
-120.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.8% |
| 7D | -0.1% | -0.1% | 0.0% | +0.1% |
| 30D | +17.5% | -4.0% | +21.5% | +21.5% |
| 3M | +12.4% | +5.6% | +6.8% | +5.2% |
| 6M | -12.5% | +13.1% | -25.6% | -24.4% |
| YTD | -22.7% | +13.6% | -36.3% | -33.8% |
| 1Y | -45.2% | +16.0% | -61.1% | -54.2% |
| 3Y | +112.8% | +90.2% | +22.6% | +12.1% |
| 5Y | -31.9% | +87.0% | -118.8% | -57.5% |
| All | -31.9% | +88.8% | -120.7% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling