-57.2%
COIN vs BRO
-4.7%
-52.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.7% | -10.4% | -9.7% |
| 7D | -14.8% | +9.9% | -24.7% | -14.7% |
| 30D | -26.3% | +22.3% | -48.6% | -26.6% |
| 3M | -8.7% | +5.3% | -14.1% | -8.9% |
| 6M | -30.8% | +30.3% | -61.2% | -30.1% |
| YTD | -39.5% | -5.7% | -33.8% | -39.3% |
| 1Y | -57.2% | -3.5% | -53.7% | -57.0% |
| All | -57.2% | -4.7% | -52.5% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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