-46.8%
COIN vs B
+146.4%
-193.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -0.1% | +1.0% | -1.2% | -0.4% |
| 30D | +17.5% | +9.5% | +8.0% | +13.9% |
| 3M | +12.4% | +14.3% | -2.0% | +7.1% |
| 6M | -12.5% | -1.9% | -10.7% | -12.2% |
| YTD | -22.7% | +4.1% | -26.8% | -24.1% |
| 1Y | -45.2% | +56.1% | -101.3% | -53.5% |
| 3Y | +112.8% | +202.0% | -89.2% | +37.4% |
| 5Y | -31.9% | +158.8% | -190.7% | -55.6% |
| All | -46.8% | +146.4% | -193.1% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling