-46.6%
COIN vs ARWR
+28.3%
-74.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.1% | -4.0% | -1.0% | -3.4% |
| 30D | +17.6% | -5.0% | +22.6% | +20.0% |
| 3M | +9.2% | +11.3% | -2.1% | +2.5% |
| 6M | -11.8% | +42.6% | -54.4% | -25.9% |
| YTD | -22.5% | +24.8% | -47.3% | -32.0% |
| 1Y | -45.9% | +178.8% | -224.7% | -67.7% |
| 3Y | +117.4% | +183.3% | -66.0% | +7.8% |
| 5Y | -29.4% | +29.5% | -58.9% | -55.9% |
| All | -46.6% | +28.3% | -74.9% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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