-47.5%
COIN vs ARES
+174.8%
-222.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | +1.3% |
| 7D | -10.6% | -7.7% | -2.9% | -3.3% |
| 30D | +16.0% | -8.7% | +24.7% | +27.1% |
| 3M | +11.9% | +2.8% | +9.1% | +6.5% |
| 6M | -12.3% | +23.1% | -35.4% | -31.8% |
| YTD | -23.8% | -17.3% | -6.6% | -11.7% |
| 1Y | -45.4% | -24.3% | -21.1% | -31.8% |
| 3Y | +109.9% | +34.9% | +74.9% | +32.9% |
| 5Y | -30.6% | +93.5% | -124.1% | -71.0% |
| All | -47.5% | +174.8% | -222.3% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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