-47.5%
COIN vs USFR
+20.4%
-67.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | +16.0% | +0.3% | +15.6% | +15.7% |
| 3M | +11.9% | +1.0% | +10.9% | +10.9% |
| 6M | -12.3% | +1.9% | -14.3% | -14.6% |
| YTD | -23.8% | +2.7% | -26.5% | -27.5% |
| 1Y | -45.4% | +4.0% | -49.4% | -50.1% |
| 3Y | +109.9% | +14.1% | +95.8% | +48.7% |
| 5Y | -30.6% | +20.5% | -51.1% | -52.0% |
| All | -47.5% | +20.4% | -67.9% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling