-43.8%
COIN vs BABA
-50.8%
+7.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.7% |
| 7D | +3.4% | -4.8% | +8.1% | +5.4% |
| 30D | +23.2% | -11.9% | +35.1% | +29.0% |
| 3M | +12.5% | -9.3% | +21.8% | +15.4% |
| 6M | -11.6% | -14.2% | +2.6% | -7.6% |
| YTD | -18.4% | -22.0% | +3.7% | -11.2% |
| 1Y | -39.8% | -12.7% | -27.1% | -38.4% |
| 3Y | +136.7% | +26.7% | +110.1% | +88.4% |
| 5Y | -33.7% | -29.3% | -4.3% | -39.3% |
| All | -43.8% | -50.8% | +7.0% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling