-63.0%
COIN vs RF
+47.5%
-110.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.5% |
| 7D | -5.3% | +1.9% | -7.2% | -7.0% |
| 30D | -26.2% | +7.3% | -33.5% | -30.9% |
| 3M | -17.1% | -7.9% | -9.1% | -10.7% |
| 6M | -36.7% | +10.5% | -47.3% | -43.8% |
| YTD | -43.6% | +9.6% | -53.2% | -50.2% |
| 1Y | -54.9% | +20.3% | -75.2% | -63.8% |
| 3Y | +37.8% | +119.5% | -81.7% | -37.0% |
| All | -63.0% | +47.5% | -110.5% | -75.8% |
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