-39.8%
COIN vs BITO
-30.5%
-9.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -1.1% |
| 7D | +3.4% | +2.9% | +0.5% | +0.2% |
| 30D | +23.2% | +22.6% | +0.6% | -3.0% |
| 3M | +12.5% | +24.7% | -12.2% | -12.4% |
| 6M | -11.6% | +7.5% | -19.1% | -17.6% |
| YTD | -18.4% | -10.8% | -7.6% | -7.8% |
| 1Y | -39.8% | -29.9% | -9.9% | -9.0% |
| All | -39.8% | -30.5% | -9.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling