-30.6%
COIN vs AR
+141.3%
-172.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -10.6% | -1.3% | -9.3% | -10.2% |
| 30D | +16.0% | +3.5% | +12.4% | +14.3% |
| 3M | +11.9% | +9.9% | +2.0% | +6.8% |
| 6M | -12.3% | +4.5% | -16.9% | -15.6% |
| YTD | -23.8% | +13.7% | -37.5% | -29.4% |
| 1Y | -45.4% | +19.2% | -64.6% | -50.6% |
| 3Y | +109.9% | +46.2% | +63.7% | +73.2% |
| 5Y | -30.6% | +145.9% | -176.5% | -47.0% |
| All | -30.6% | +141.3% | -172.0% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling