-27.8%
COIN vs ALB
-48.5%
+20.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.2% | +3.4% |
| 7D | -5.1% | -6.6% | +1.5% | -2.0% |
| 30D | +17.6% | -8.1% | +25.7% | +21.6% |
| 3M | +9.2% | -25.7% | +34.9% | +24.6% |
| 6M | -11.8% | -29.5% | +17.7% | -0.3% |
| YTD | -22.5% | -16.2% | -6.3% | -20.9% |
| 1Y | -45.9% | +59.2% | -105.1% | -62.3% |
| 3Y | +117.4% | -33.7% | +151.1% | +129.2% |
| All | -27.8% | -48.5% | +20.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling