-30.6%
COIN vs B
+152.2%
-182.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.3% |
| 7D | -10.6% | -5.0% | -5.6% | -8.6% |
| 30D | +16.0% | +8.7% | +7.2% | +12.6% |
| 3M | +11.9% | +17.3% | -5.4% | +5.5% |
| 6M | -12.3% | -5.0% | -7.3% | -10.8% |
| YTD | -23.8% | +1.4% | -25.3% | -24.5% |
| 1Y | -45.4% | +50.5% | -95.9% | -53.4% |
| 3Y | +109.9% | +194.4% | -84.5% | +32.3% |
| 5Y | -30.6% | +156.7% | -187.3% | -54.8% |
| All | -30.6% | +152.2% | -182.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling