-29.6%
COIN vs USFD
+193.6%
-223.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | +2.3% |
| 7D | -0.1% | -7.0% | +6.9% | +6.1% |
| 30D | +17.5% | -10.3% | +27.8% | +28.6% |
| 3M | +12.4% | +9.2% | +3.2% | +1.9% |
| 6M | -12.5% | +7.4% | -20.0% | -21.0% |
| YTD | -22.7% | +29.4% | -52.1% | -44.9% |
| 1Y | -45.2% | +24.8% | -70.0% | -59.7% |
| 3Y | +112.8% | +150.0% | -37.2% | -24.5% |
| All | -29.6% | +193.6% | -223.3% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling