+117.4%
COIN vs USFR
+14.1%
+103.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +2.0% |
| 7D | -5.1% | +0.1% | -5.2% | -4.6% |
| 30D | +17.6% | +0.4% | +17.2% | +19.2% |
| 3M | +9.2% | +1.0% | +8.2% | +13.2% |
| 6M | -11.8% | +2.0% | -13.7% | -7.3% |
| YTD | -22.5% | +2.8% | -25.3% | -19.4% |
| 1Y | -45.9% | +4.1% | -50.0% | -44.1% |
| 3Y | +117.4% | +14.1% | +103.2% | +144.2% |
| All | +117.4% | +14.1% | +103.2% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling