+116.7%
COIN vs ABCL
+103.9%
+12.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.1% | -1.2% |
| 7D | -0.1% | -2.7% | +2.6% | +0.9% |
| 30D | +17.5% | +18.3% | -0.8% | +10.3% |
| 3M | +12.4% | +108.5% | -96.1% | -19.3% |
| 6M | -12.5% | +213.9% | -226.5% | -48.3% |
| YTD | -22.7% | +223.1% | -245.8% | -55.8% |
| 1Y | -45.2% | +160.6% | -205.8% | -66.7% |
| All | +116.7% | +103.9% | +12.8% | +20.8% |
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