-46.6%
COIN vs ALLE
+27.1%
-73.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +0.6% |
| 7D | -5.1% | -2.4% | -2.7% | -3.2% |
| 30D | +17.6% | -7.7% | +25.3% | +25.4% |
| 3M | +9.2% | +15.2% | -5.9% | -4.5% |
| 6M | -11.8% | +5.4% | -17.2% | -17.8% |
| YTD | -22.5% | -2.9% | -19.6% | -23.8% |
| 1Y | -45.9% | -12.8% | -33.1% | -41.2% |
| 3Y | +117.4% | +47.2% | +70.2% | +32.3% |
| 5Y | -29.4% | +13.5% | -42.9% | -52.9% |
| All | -46.6% | +27.1% | -73.7% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling