-29.6%
COIN vs ALLE
+10.0%
-39.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | 0.0% |
| 7D | -0.1% | -2.2% | +2.0% | +1.7% |
| 30D | +17.5% | -8.3% | +25.9% | +26.5% |
| 3M | +12.4% | +16.3% | -3.9% | -3.4% |
| 6M | -12.5% | +1.8% | -14.4% | -16.2% |
| YTD | -22.7% | -3.9% | -18.8% | -23.5% |
| 1Y | -45.2% | -10.0% | -35.2% | -42.2% |
| 3Y | +112.8% | +45.8% | +67.0% | +24.5% |
| All | -29.6% | +10.0% | -39.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling