-46.6%
COIN vs BAX
-68.8%
+22.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | -5.1% | -7.9% | +2.8% | -2.1% |
| 30D | +17.6% | -11.7% | +29.2% | +23.2% |
| 3M | +9.2% | +16.2% | -7.0% | +2.2% |
| 6M | -11.8% | +32.0% | -43.7% | -22.0% |
| YTD | -22.5% | +24.7% | -47.2% | -30.8% |
| 1Y | -45.9% | -2.6% | -43.3% | -46.7% |
| 3Y | +117.4% | -35.0% | +152.4% | +143.9% |
| 5Y | -29.4% | -67.6% | +38.1% | +9.3% |
| All | -46.6% | -68.8% | +22.2% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling