-27.8%
COIN vs ACI
-39.5%
+11.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.3% |
| 7D | -5.1% | -3.7% | -1.3% | -4.6% |
| 30D | +17.6% | +0.6% | +17.0% | +17.4% |
| 3M | +9.2% | -20.3% | +29.6% | +12.1% |
| 6M | -11.8% | -24.7% | +12.9% | -9.0% |
| YTD | -22.5% | -27.2% | +4.7% | -20.0% |
| 1Y | -45.9% | -32.7% | -13.2% | -43.3% |
| 3Y | +117.4% | -43.9% | +161.3% | +134.4% |
| All | -27.8% | -39.5% | +11.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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