-46.6%
COIN vs ACGL
+153.0%
-199.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -2.0% | -3.0% | -4.6% |
| 30D | +17.6% | -1.2% | +18.8% | +17.9% |
| 3M | +9.2% | +5.4% | +3.8% | +7.5% |
| 6M | -11.8% | +1.4% | -13.1% | -12.4% |
| YTD | -22.5% | +0.2% | -22.7% | -23.5% |
| 1Y | -45.9% | +4.1% | -50.0% | -47.5% |
| 3Y | +117.4% | +28.2% | +89.2% | +93.3% |
| 5Y | -29.4% | +159.5% | -188.9% | -53.8% |
| All | -46.6% | +153.0% | -199.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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