-46.6%
COIN vs BABA
-52.5%
+5.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -5.1% | -3.5% | -1.6% | -3.6% |
| 30D | +17.6% | -12.7% | +30.3% | +23.7% |
| 3M | +9.2% | -3.0% | +12.3% | +8.6% |
| 6M | -11.8% | -19.1% | +7.3% | -5.3% |
| YTD | -22.5% | -24.7% | +2.2% | -14.4% |
| 1Y | -45.9% | -29.0% | -16.9% | -38.9% |
| 3Y | +117.4% | +30.9% | +86.5% | +69.7% |
| 5Y | -29.4% | -30.9% | +1.5% | -34.4% |
| All | -46.6% | -52.5% | +5.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling