+37.8%
COIN vs ABCL
+185.8%
-148.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -5.3% | -3.3% | -2.0% | -4.3% |
| 30D | -26.2% | -7.1% | -19.1% | -24.4% |
| 3M | -17.1% | +4.7% | -21.8% | -19.4% |
| 6M | -36.7% | +140.9% | -177.6% | -58.3% |
| YTD | -43.6% | +236.0% | -279.5% | -68.6% |
| 1Y | -54.9% | +217.4% | -272.3% | -74.3% |
| 3Y | +37.8% | +188.7% | -150.9% | -19.2% |
| All | +37.8% | +185.8% | -148.0% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling