-27.8%
COIN vs BX
+17.9%
-45.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | -0.9% |
| 7D | -5.1% | -5.6% | +0.5% | +0.8% |
| 30D | +17.6% | -12.2% | +29.8% | +35.0% |
| 3M | +9.2% | +7.4% | +1.8% | +0.1% |
| 6M | -11.8% | +22.2% | -33.9% | -31.0% |
| YTD | -22.5% | -14.0% | -8.5% | -11.2% |
| 1Y | -45.9% | -27.3% | -18.6% | -26.1% |
| 3Y | +117.4% | +24.5% | +92.8% | +57.8% |
| All | -27.8% | +17.9% | -45.8% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 5y: compounded portfolio wealth divided by compounded BX 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…
5y analysis · Full analysis span regression · 6 months rolling