-12.5%
COIN vs BAH
-10.9%
-1.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -0.1% | -1.3% | +1.2% | -0.1% |
| 30D | +17.5% | -6.6% | +24.1% | +17.5% |
| 3M | +12.4% | -7.2% | +19.5% | +11.7% |
| 6M | -12.5% | -10.0% | -2.6% | -13.3% |
| All | -12.5% | -10.9% | -1.7% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling