+117.4%
COIN vs BROS
+59.1%
+58.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | -5.1% | -5.8% | +0.7% | -2.7% |
| 30D | +17.6% | -14.0% | +31.5% | +24.8% |
| 3M | +9.2% | -32.5% | +41.7% | +26.3% |
| 6M | -11.8% | -14.9% | +3.1% | -9.5% |
| YTD | -22.5% | -28.3% | +5.8% | -14.2% |
| 1Y | -45.9% | -34.0% | -11.9% | -38.4% |
| 3Y | +117.4% | +63.0% | +54.4% | +52.1% |
| All | +117.4% | +59.1% | +58.3% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling