-46.6%
COIN vs BG
+80.8%
-127.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | -5.1% | +3.1% | -8.2% | -6.0% |
| 30D | +17.6% | +10.2% | +7.4% | +13.8% |
| 3M | +9.2% | -1.7% | +10.9% | +9.0% |
| 6M | -11.8% | +1.0% | -12.7% | -13.4% |
| YTD | -22.5% | +39.9% | -62.4% | -33.1% |
| 1Y | -45.9% | +53.2% | -99.1% | -55.3% |
| 3Y | +117.4% | +16.3% | +101.1% | +95.9% |
| 5Y | -29.4% | +83.9% | -113.3% | -44.7% |
| All | -46.6% | +80.8% | -127.4% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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