-43.8%
COIN vs ACGL
+158.3%
-202.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.4% | -3.7% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | +23.2% | -1.0% | +24.2% | +23.4% |
| 3M | +12.5% | +11.0% | +1.4% | +9.0% |
| 6M | -11.6% | -0.3% | -11.3% | -11.9% |
| YTD | -18.4% | +2.3% | -20.6% | -19.8% |
| 1Y | -39.8% | +6.4% | -46.2% | -41.9% |
| 3Y | +136.7% | +34.0% | +102.8% | +107.5% |
| 5Y | -33.7% | +161.6% | -195.3% | -56.8% |
| All | -43.8% | +158.3% | -202.1% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling