+117.4%
COIN vs BAX
-35.4%
+152.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | -5.1% | -7.9% | +2.8% | -3.0% |
| 30D | +17.6% | -11.7% | +29.2% | +21.5% |
| 3M | +9.2% | +16.2% | -7.0% | +4.5% |
| 6M | -11.8% | +32.0% | -43.7% | -18.9% |
| YTD | -22.5% | +24.7% | -47.2% | -28.2% |
| 1Y | -45.9% | -2.6% | -43.3% | -46.6% |
| 3Y | +117.4% | -35.0% | +152.4% | +129.1% |
| All | +117.4% | -35.4% | +152.7% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling