-47.5%
COIN vs BLDR
+22.2%
-69.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.7% |
| 7D | -10.6% | -8.1% | -2.5% | -6.7% |
| 30D | +16.0% | -21.5% | +37.4% | +31.2% |
| 3M | +11.9% | -21.0% | +32.9% | +22.5% |
| 6M | -12.3% | -37.1% | +24.7% | +7.4% |
| YTD | -23.8% | -42.7% | +18.9% | -4.2% |
| 1Y | -45.4% | -58.0% | +12.6% | -17.3% |
| 3Y | +109.9% | -57.8% | +167.7% | +181.8% |
| 5Y | -30.6% | +10.3% | -40.9% | -51.7% |
| All | -47.5% | +22.2% | -69.8% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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