-63.0%
COIN vs ACGL
+173.3%
-236.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -5.3% | +2.2% | -7.4% | -5.8% |
| 30D | -26.2% | +12.3% | -38.5% | -28.6% |
| 3M | -17.1% | +11.8% | -28.9% | -19.7% |
| 6M | -36.7% | +17.5% | -54.2% | -39.8% |
| YTD | -43.6% | +14.3% | -57.8% | -46.4% |
| 1Y | -54.9% | +18.2% | -73.1% | -57.8% |
| 3Y | +37.8% | +33.2% | +4.6% | +21.8% |
| All | -63.0% | +173.3% | -236.3% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling