-58.9%
COIN vs BURL
-24.2%
-34.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.6% |
| 7D | -6.1% | +4.1% | -10.2% | -8.1% |
| 30D | -24.5% | -9.5% | -15.0% | -20.3% |
| 3M | -7.3% | -33.5% | +26.2% | +14.8% |
| 6M | -31.9% | -22.1% | -9.8% | -24.6% |
| YTD | -40.4% | -14.6% | -25.8% | -37.7% |
| 1Y | -54.4% | -8.4% | -46.0% | -55.1% |
| 3Y | +56.0% | +86.6% | -30.5% | -7.9% |
| 5Y | -60.0% | -17.2% | -42.9% | -68.9% |
| All | -58.9% | -24.2% | -34.8% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling