-54.9%
COIN vs BURL
-15.0%
-39.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.6% |
| 7D | -5.3% | -1.6% | -3.7% | -4.9% |
| 30D | -26.2% | -7.7% | -18.4% | -25.1% |
| 3M | -17.1% | -31.7% | +14.6% | -11.6% |
| 6M | -36.7% | -15.2% | -21.6% | -36.8% |
| YTD | -43.6% | -15.9% | -27.6% | -42.3% |
| 1Y | -54.9% | -14.2% | -40.7% | -53.8% |
| All | -54.9% | -15.0% | -39.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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