+327.9%
CAT vs COIN
-33.0%
+361.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | +0.6% | -10.6% | +11.2% | +1.7% |
| 30D | -4.5% | +16.0% | -20.5% | -6.3% |
| 3M | -5.8% | +11.9% | -17.7% | -7.5% |
| 6M | +12.7% | -12.3% | +25.1% | +13.0% |
| YTD | +41.4% | -23.8% | +65.2% | +42.9% |
| 1Y | +92.1% | -45.4% | +137.4% | +100.0% |
| 3Y | +197.5% | +109.9% | +87.6% | +162.7% |
| 5Y | +327.9% | -30.6% | +358.5% | +280.9% |
| All | +327.9% | -33.0% | +361.0% | +280.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling