-47.5%
COIN vs ACN
-31.8%
-15.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.3% |
| 7D | -10.6% | -7.9% | -2.7% | -4.8% |
| 30D | +16.0% | -1.1% | +17.0% | +17.1% |
| 3M | +11.9% | +5.6% | +6.3% | +3.2% |
| 6M | -12.3% | -9.9% | -2.4% | -8.5% |
| YTD | -23.8% | -32.3% | +8.5% | +3.4% |
| 1Y | -45.4% | -25.3% | -20.1% | -33.6% |
| 3Y | +109.9% | -42.3% | +152.1% | +206.5% |
| 5Y | -30.6% | -43.5% | +12.9% | +3.6% |
| All | -47.5% | -31.8% | -15.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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