-50.7%
COIN vs BROS
-18.6%
-32.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.8% |
| 7D | -6.7% | +2.5% | -9.1% | -7.4% |
| 30D | -19.5% | +15.1% | -34.6% | -23.6% |
| 3M | +0.5% | -31.4% | +31.9% | +14.2% |
| 6M | -25.4% | -22.6% | -2.8% | -21.5% |
| YTD | -33.0% | -28.1% | -4.9% | -30.4% |
| 1Y | -50.7% | -20.3% | -30.4% | -51.5% |
| All | -50.7% | -18.6% | -32.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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