-50.7%
COIN vs ALB
+4.7%
-55.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +2.9% |
| 7D | -6.7% | -2.1% | -4.6% | -6.2% |
| 30D | -19.5% | -9.0% | -10.5% | -17.8% |
| 3M | +0.5% | -21.1% | +21.6% | +5.2% |
| 6M | -25.4% | -49.9% | +24.5% | -12.2% |
| YTD | -33.0% | -32.3% | -0.7% | -29.7% |
| 1Y | -50.7% | +8.6% | -59.3% | -56.4% |
| All | -50.7% | +4.7% | -55.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling