-46.8%
COIN vs BP
+140.8%
-187.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.1% | -2.9% |
| 7D | -0.1% | +4.0% | -4.1% | -1.5% |
| 30D | +17.5% | +7.8% | +9.7% | +14.5% |
| 3M | +12.4% | +8.4% | +4.0% | +8.5% |
| 6M | -12.5% | +15.1% | -27.6% | -18.1% |
| YTD | -22.7% | +36.4% | -59.2% | -32.3% |
| 1Y | -45.2% | +40.9% | -86.1% | -52.7% |
| 3Y | +112.8% | +38.8% | +74.0% | +81.6% |
| 5Y | -31.9% | +141.1% | -172.9% | -50.6% |
| All | -46.8% | +140.8% | -187.6% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling