-46.6%
COIN vs BIDU
-58.2%
+11.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -5.1% | -8.1% | +3.0% | -1.1% |
| 30D | +17.6% | -12.8% | +30.4% | +25.2% |
| 3M | +9.2% | -21.3% | +30.5% | +21.5% |
| 6M | -11.8% | -27.0% | +15.2% | +1.0% |
| YTD | -22.5% | -30.0% | +7.5% | -10.1% |
| 1Y | -45.9% | -18.3% | -27.6% | -43.2% |
| 3Y | +117.4% | -33.8% | +151.2% | +140.4% |
| 5Y | -29.4% | -44.3% | +14.9% | -18.9% |
| All | -46.6% | -58.2% | +11.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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