+113.7%
COIN vs USFD
+145.6%
-31.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | -10.6% | -8.0% | -2.6% | -6.2% |
| 30D | +16.0% | -13.1% | +29.0% | +25.6% |
| 3M | +11.9% | +6.5% | +5.4% | +6.0% |
| 6M | -12.3% | +5.7% | -18.1% | -17.4% |
| YTD | -23.8% | +27.5% | -51.4% | -42.3% |
| 1Y | -45.4% | +23.4% | -68.8% | -57.5% |
| All | +113.7% | +145.6% | -31.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling