-31.9%
COIN vs BABA
-30.5%
-1.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.1% |
| 7D | -0.1% | -2.2% | +2.0% | +0.8% |
| 30D | +17.5% | -17.3% | +34.8% | +26.9% |
| 3M | +12.4% | -7.8% | +20.1% | +14.2% |
| 6M | -12.5% | -16.8% | +4.2% | -7.3% |
| YTD | -22.7% | -24.7% | +1.9% | -14.5% |
| 1Y | -45.2% | -24.9% | -20.2% | -39.7% |
| 3Y | +112.8% | +29.1% | +83.7% | +65.5% |
| 5Y | -31.9% | -30.5% | -1.3% | -32.5% |
| All | -31.9% | -30.5% | -1.3% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling