-27.8%
COIN vs BP
+138.6%
-166.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | +5.2% | -10.3% | -6.8% |
| 30D | +17.6% | +8.7% | +8.9% | +14.0% |
| 3M | +9.2% | +9.3% | -0.1% | +4.9% |
| 6M | -11.8% | +13.6% | -25.3% | -17.4% |
| YTD | -22.5% | +37.7% | -60.2% | -33.3% |
| 1Y | -45.9% | +40.6% | -86.5% | -54.0% |
| 3Y | +117.4% | +40.3% | +77.0% | +81.9% |
| All | -27.8% | +138.6% | -166.4% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling