-50.7%
COIN vs USFR
+4.1%
-54.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -6.7% | +0.1% | -6.8% | -2.7% |
| 30D | -19.5% | +0.4% | -19.9% | -6.2% |
| 3M | +0.5% | +1.1% | -0.5% | +50.8% |
| 6M | -25.4% | +2.0% | -27.4% | +53.7% |
| YTD | -33.0% | +3.4% | -36.4% | +32.3% |
| 1Y | -50.7% | +4.1% | -54.8% | -36.1% |
| All | -50.7% | +4.1% | -54.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling