-11.8%
COIN vs BTDR
+57.4%
-69.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.6% |
| 7D | -5.1% | -3.4% | -1.7% | -4.1% |
| 30D | +17.6% | +32.6% | -15.0% | +8.4% |
| 3M | +9.2% | -32.2% | +41.5% | +19.4% |
| 6M | -11.8% | +52.4% | -64.1% | -33.9% |
| All | -11.8% | +57.4% | -69.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 6mo: compounded portfolio wealth divided by compounded BTDR 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…
6mo analysis · Full analysis span regression · 6 months rolling