-47.5%
COIN vs BN
+63.6%
-111.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | +0.1% |
| 7D | -10.6% | -5.9% | -4.7% | -3.8% |
| 30D | +16.0% | -15.1% | +31.0% | +41.2% |
| 3M | +11.9% | -14.6% | +26.5% | +35.1% |
| 6M | -12.3% | -8.4% | -3.9% | -3.3% |
| YTD | -23.8% | -16.8% | -7.0% | -5.9% |
| 1Y | -45.4% | -14.4% | -31.0% | -34.8% |
| 3Y | +109.9% | +70.1% | +39.8% | +6.9% |
| 5Y | -30.6% | +33.5% | -64.2% | -47.6% |
| All | -47.5% | +63.6% | -111.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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