-46.6%
COIN vs USFR
+20.5%
-67.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +17.6% | +0.4% | +17.2% | +17.3% |
| 3M | +9.2% | +1.0% | +8.2% | +8.3% |
| 6M | -11.8% | +2.0% | -13.7% | -14.1% |
| YTD | -22.5% | +2.8% | -25.3% | -26.3% |
| 1Y | -45.9% | +4.1% | -50.0% | -50.6% |
| 3Y | +117.4% | +14.1% | +103.2% | +54.0% |
| 5Y | -29.4% | +20.6% | -50.0% | -51.1% |
| All | -46.6% | +20.5% | -67.1% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling