-46.6%
COIN vs USFD
+143.5%
-190.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.3% |
| 7D | -5.1% | -8.4% | +3.3% | +1.5% |
| 30D | +17.6% | -14.1% | +31.7% | +32.1% |
| 3M | +9.2% | +4.5% | +4.7% | +3.5% |
| 6M | -11.8% | +4.4% | -16.1% | -17.6% |
| YTD | -22.5% | +26.6% | -49.1% | -41.8% |
| 1Y | -45.9% | +19.4% | -65.3% | -57.3% |
| 3Y | +117.4% | +144.6% | -27.2% | -10.8% |
| 5Y | -29.4% | +194.5% | -224.0% | -73.6% |
| All | -46.6% | +143.5% | -190.1% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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