+438.8%
COIN vs BOXX
+18.5%
+420.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.1% |
| 7D | -5.1% | +0.1% | -5.1% | -5.7% |
| 30D | +17.6% | +0.3% | +17.3% | +12.8% |
| 3M | +9.2% | +1.0% | +8.2% | -6.1% |
| 6M | -11.8% | +1.9% | -13.7% | -34.1% |
| YTD | -22.5% | +2.7% | -25.2% | -47.6% |
| 1Y | -45.9% | +4.0% | -49.9% | -68.3% |
| 3Y | +117.4% | +14.7% | +102.7% | -51.9% |
| All | +438.8% | +18.5% | +420.3% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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