-45.9%
COIN vs B
+53.3%
-99.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -5.1% | -2.4% | -2.7% | -3.9% |
| 30D | +17.6% | +6.3% | +11.2% | +14.9% |
| 3M | +9.2% | +12.1% | -2.9% | +3.9% |
| 6M | -11.8% | -3.1% | -8.7% | -11.3% |
| YTD | -22.5% | +2.0% | -24.5% | -23.4% |
| 1Y | -45.9% | +51.7% | -97.6% | -48.4% |
| All | -45.9% | +53.3% | -99.2% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling