-46.8%
COIN vs ALL
+142.0%
-188.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.6% |
| 30D | +17.5% | -5.6% | +23.1% | +19.3% |
| 3M | +12.4% | +17.2% | -4.9% | +5.9% |
| 6M | -12.5% | +23.2% | -35.8% | -19.3% |
| YTD | -22.7% | +23.6% | -46.3% | -29.5% |
| 1Y | -45.2% | +29.2% | -74.4% | -51.1% |
| 3Y | +112.8% | +153.8% | -41.0% | +35.1% |
| 5Y | -31.9% | +116.1% | -147.9% | -53.6% |
| All | -46.8% | +142.0% | -188.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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