-30.3%
COIN vs BROS
+33.7%
-63.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +0.1% |
| 7D | -10.6% | -6.1% | -4.5% | -8.1% |
| 30D | +16.0% | -12.4% | +28.3% | +22.3% |
| 3M | +11.9% | -27.9% | +39.8% | +26.2% |
| 6M | -12.3% | -16.8% | +4.5% | -8.6% |
| YTD | -23.8% | -29.0% | +5.2% | -14.6% |
| 1Y | -45.4% | -33.2% | -12.2% | -37.7% |
| 3Y | +109.9% | +56.8% | +53.1% | +51.2% |
| All | -30.3% | +33.7% | -63.9% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling