+287.4%
CAT vs COIN
-54.0%
+341.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +0.6% | -5.1% | +5.6% | +1.1% |
| 30D | -4.3% | +17.6% | -21.9% | -6.1% |
| 3M | -8.6% | +9.2% | -17.9% | -10.0% |
| 6M | +16.1% | -11.8% | +27.9% | +16.3% |
| YTD | +43.8% | -22.5% | +66.3% | +45.0% |
| 1Y | +91.5% | -45.9% | +137.4% | +99.4% |
| 3Y | +202.7% | +117.4% | +85.3% | +167.5% |
| 5Y | +335.1% | -29.4% | +364.6% | +292.2% |
| All | +287.4% | -54.0% | +341.4% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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