-46.8%
COIN vs ARWR
+28.0%
-74.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.6% | -1.2% |
| 7D | -0.1% | -3.2% | +3.1% | +1.3% |
| 30D | +17.5% | -6.5% | +24.0% | +20.6% |
| 3M | +12.4% | +12.7% | -0.3% | +4.9% |
| 6M | -12.5% | +36.2% | -48.7% | -25.2% |
| YTD | -22.7% | +24.5% | -47.2% | -32.1% |
| 1Y | -45.2% | +198.0% | -243.2% | -68.2% |
| 3Y | +112.8% | +176.4% | -63.5% | +7.0% |
| 5Y | -31.9% | +26.6% | -58.4% | -57.4% |
| All | -46.8% | +28.0% | -74.7% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling