-47.5%
COIN vs ABCL
-62.9%
+15.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | +0.7% |
| 7D | -10.6% | -9.6% | -1.0% | -7.0% |
| 30D | +16.0% | +7.2% | +8.8% | +12.1% |
| 3M | +11.9% | +105.5% | -93.6% | -22.4% |
| 6M | -12.3% | +193.0% | -205.3% | -49.3% |
| YTD | -23.8% | +205.8% | -229.7% | -57.7% |
| 1Y | -45.4% | +144.4% | -189.8% | -67.5% |
| 3Y | +109.9% | +93.3% | +16.5% | +24.0% |
| 5Y | -30.6% | -44.9% | +14.3% | -44.9% |
| All | -47.5% | -62.9% | +15.4% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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