-47.5%
COIN vs BAH
+1.9%
-49.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -2.6% |
| 7D | -10.6% | +2.4% | -13.0% | -11.2% |
| 30D | +16.0% | -2.9% | +18.9% | +16.7% |
| 3M | +11.9% | -1.3% | +13.2% | +11.7% |
| 6M | -12.3% | -0.9% | -11.4% | -13.0% |
| YTD | -23.8% | -8.2% | -15.6% | -23.0% |
| 1Y | -45.4% | -24.0% | -21.4% | -42.3% |
| 3Y | +109.9% | -28.1% | +138.0% | +111.2% |
| 5Y | -30.6% | +2.5% | -33.1% | -42.9% |
| All | -47.5% | +1.9% | -49.4% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling