-27.8%
COIN vs BBY
+1.5%
-29.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | -0.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.5% |
| 30D | +17.6% | +9.4% | +8.2% | +8.9% |
| 3M | +9.2% | +19.3% | -10.1% | -5.3% |
| 6M | -11.8% | +47.9% | -59.7% | -35.7% |
| YTD | -22.5% | +39.6% | -62.1% | -41.6% |
| 1Y | -45.9% | +22.2% | -68.1% | -55.2% |
| 3Y | +117.4% | +45.0% | +72.4% | +31.3% |
| All | -27.8% | +1.5% | -29.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 5y: compounded portfolio wealth divided by compounded BBY 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…
5y analysis · Full analysis span regression · 6 months rolling