-50.7%
COIN vs BAH
+6.2%
-56.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | -6.7% | +5.8% | -12.4% | -7.6% |
| 30D | -19.5% | +28.7% | -48.2% | -23.6% |
| 3M | +0.5% | +20.9% | -20.4% | -3.5% |
| 6M | -25.4% | +15.2% | -40.5% | -27.6% |
| YTD | -33.0% | +7.1% | -40.1% | -35.1% |
| 1Y | -50.7% | +6.4% | -57.1% | -52.4% |
| All | -50.7% | +6.2% | -56.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling