-45.5%
COIN vs ALC
-4.0%
-41.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.7% |
| 7D | +1.2% | -3.7% | +4.9% | +4.0% |
| 30D | +16.5% | -3.7% | +20.2% | +19.4% |
| 3M | +10.4% | +4.6% | +5.8% | +5.2% |
| 6M | -9.3% | -14.6% | +5.3% | +0.3% |
| YTD | -20.9% | -11.9% | -9.0% | -14.7% |
| 1Y | -40.8% | -13.1% | -27.6% | -35.8% |
| 3Y | +118.0% | -15.0% | +133.0% | +128.1% |
| 5Y | -30.7% | -16.2% | -14.5% | -30.0% |
| All | -45.5% | -4.0% | -41.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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