-43.8%
COIN vs USFD
+165.7%
-209.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.9% |
| 7D | +3.4% | -3.0% | +6.4% | +5.6% |
| 30D | +23.2% | +3.5% | +19.7% | +19.3% |
| 3M | +12.5% | +26.6% | -14.1% | -8.7% |
| 6M | -11.6% | +11.7% | -23.3% | -21.5% |
| YTD | -18.4% | +38.1% | -56.5% | -42.7% |
| 1Y | -39.8% | +33.4% | -73.2% | -56.6% |
| 3Y | +136.7% | +155.8% | -19.1% | -5.7% |
| 5Y | -33.7% | +214.0% | -247.7% | -76.8% |
| All | -43.8% | +165.7% | -209.4% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling