-47.5%
COIN vs ACI
-7.6%
-39.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -10.6% | -7.1% | -3.5% | -9.9% |
| 30D | +16.0% | -4.5% | +20.4% | +16.5% |
| 3M | +11.9% | -22.3% | +34.2% | +14.5% |
| 6M | -12.3% | -28.4% | +16.1% | -9.6% |
| YTD | -23.8% | -29.5% | +5.7% | -21.6% |
| 1Y | -45.4% | -34.2% | -11.1% | -43.2% |
| 3Y | +109.9% | -45.7% | +155.5% | +122.8% |
| 5Y | -30.6% | -40.8% | +10.2% | -28.3% |
| All | -47.5% | -7.6% | -39.9% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling