-45.9%
COIN vs BP
+40.7%
-86.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | +5.2% | -10.3% | -5.2% |
| 30D | +17.6% | +8.7% | +8.9% | +17.3% |
| 3M | +9.2% | +9.3% | -0.1% | +8.7% |
| 6M | -11.8% | +13.6% | -25.3% | -15.0% |
| YTD | -22.5% | +37.7% | -60.2% | -30.4% |
| 1Y | -45.9% | +40.6% | -86.5% | -50.1% |
| All | -45.9% | +40.7% | -86.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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