-31.9%
COIN vs BA
-2.2%
-29.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | -0.8% |
| 7D | -0.1% | -1.2% | +1.0% | +0.8% |
| 30D | +17.5% | -11.3% | +28.8% | +28.0% |
| 3M | +12.4% | -3.8% | +16.1% | +14.5% |
| 6M | -12.5% | -8.3% | -4.3% | -8.1% |
| YTD | -22.7% | -4.9% | -17.8% | -21.2% |
| 1Y | -45.2% | -10.1% | -35.1% | -42.1% |
| 3Y | +112.8% | -2.3% | +115.1% | +99.3% |
| 5Y | -31.9% | -3.5% | -28.3% | -42.8% |
| All | -31.9% | -2.2% | -29.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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