-40.3%
COIN vs AUR
-35.7%
-4.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -5.1% | +1.4% | -6.5% | -5.6% |
| 30D | +17.6% | -6.4% | +24.0% | +19.8% |
| 3M | +9.2% | +7.7% | +1.5% | +4.8% |
| 6M | -11.8% | +44.5% | -56.3% | -25.5% |
| YTD | -22.5% | +67.4% | -89.9% | -38.1% |
| 1Y | -45.9% | +15.4% | -61.3% | -50.6% |
| 3Y | +117.4% | +94.8% | +22.5% | +25.0% |
| 5Y | -29.4% | -35.1% | +5.7% | -56.7% |
| All | -40.3% | -35.7% | -4.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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