-46.8%
COIN vs ALB
-10.0%
-36.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -1.0% |
| 7D | -0.1% | -8.6% | +8.5% | +4.0% |
| 30D | +17.5% | -4.0% | +21.6% | +19.1% |
| 3M | +12.4% | -17.4% | +29.7% | +21.4% |
| 6M | -12.5% | -25.4% | +12.8% | -3.8% |
| YTD | -22.7% | -10.5% | -12.2% | -23.5% |
| 1Y | -45.2% | +75.8% | -121.0% | -63.2% |
| 3Y | +112.8% | -28.5% | +141.4% | +113.4% |
| 5Y | -31.9% | -45.1% | +13.2% | -20.0% |
| All | -46.8% | -10.0% | -36.8% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling