-27.8%
COIN vs CAH
+393.5%
-421.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -5.1% | -5.1% | 0.0% | -4.0% |
| 30D | +17.6% | +0.2% | +17.4% | +17.5% |
| 3M | +9.2% | +6.3% | +2.9% | +7.4% |
| 6M | -11.8% | +9.4% | -21.2% | -14.0% |
| YTD | -22.5% | +15.0% | -37.5% | -25.7% |
| 1Y | -45.9% | +55.4% | -101.3% | -53.4% |
| 3Y | +117.4% | +173.8% | -56.4% | +41.3% |
| All | -27.8% | +393.5% | -421.3% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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