+40.0%
COIN vs BTSG
+389.4%
-349.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.0% |
| 7D | -5.1% | -3.3% | -1.8% | -3.7% |
| 30D | +17.6% | -1.6% | +19.2% | +17.7% |
| 3M | +9.2% | -6.9% | +16.1% | +11.5% |
| 6M | -11.8% | +42.1% | -53.9% | -28.3% |
| YTD | -22.5% | +56.8% | -79.3% | -40.1% |
| 1Y | -45.9% | +109.8% | -155.7% | -64.2% |
| All | +40.0% | +389.4% | -349.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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