-46.6%
COIN vs AR
+321.4%
-368.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.4% |
| 7D | -5.1% | -2.5% | -2.6% | -4.3% |
| 30D | +17.6% | +2.5% | +15.1% | +16.4% |
| 3M | +9.2% | +12.3% | -3.1% | +3.9% |
| 6M | -11.8% | -3.1% | -8.6% | -12.4% |
| YTD | -22.5% | +11.5% | -34.0% | -27.2% |
| 1Y | -45.9% | +17.0% | -62.9% | -50.3% |
| 3Y | +117.4% | +47.3% | +70.1% | +83.1% |
| 5Y | -29.4% | +141.2% | -170.7% | -44.4% |
| All | -46.6% | +321.4% | -368.0% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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