-39.8%
COIN vs BROS
-35.3%
-4.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +3.4% | -6.7% | +10.0% | +5.7% |
| 30D | +23.2% | -29.1% | +52.3% | +38.0% |
| 3M | +12.5% | -16.7% | +29.2% | +16.0% |
| 6M | -11.6% | -11.6% | 0.0% | -13.0% |
| YTD | -18.4% | -23.9% | +5.6% | -16.0% |
| 1Y | -39.8% | -34.8% | -5.0% | -24.5% |
| All | -39.8% | -35.3% | -4.5% | -24.5% |
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