-43.8%
COIN vs RF
+82.8%
-126.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +3.4% | +1.3% | +2.0% | +2.2% |
| 30D | +23.2% | -3.6% | +26.8% | +26.6% |
| 3M | +12.5% | +8.1% | +4.4% | +3.6% |
| 6M | -11.6% | +11.5% | -23.1% | -21.6% |
| YTD | -18.4% | +15.6% | -33.9% | -30.3% |
| 1Y | -39.8% | +15.7% | -55.5% | -48.8% |
| 3Y | +136.7% | +86.9% | +49.9% | +35.0% |
| 5Y | -33.7% | +89.8% | -123.5% | -57.3% |
| All | -43.8% | +82.8% | -126.6% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling