-43.8%
COIN vs AR
+332.1%
-375.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.9% |
| 7D | +3.4% | +2.5% | +0.9% | +2.4% |
| 30D | +23.2% | +14.8% | +8.4% | +17.2% |
| 3M | +12.5% | +6.2% | +6.3% | +9.2% |
| 6M | -11.6% | +4.3% | -15.9% | -14.6% |
| YTD | -18.4% | +14.4% | -32.7% | -24.0% |
| 1Y | -39.8% | +21.3% | -61.2% | -45.4% |
| 3Y | +136.7% | +39.8% | +96.9% | +102.2% |
| 5Y | -33.7% | +142.1% | -175.8% | -48.1% |
| All | -43.8% | +332.1% | -375.9% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling