-46.6%
COIN vs CAPR
+99.8%
-146.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -5.1% | -11.0% | +5.9% | -4.7% |
| 30D | +17.6% | +99.8% | -82.2% | +14.1% |
| 3M | +9.2% | -66.6% | +75.8% | +10.6% |
| 6M | -11.8% | -75.1% | +63.3% | -9.7% |
| YTD | -22.5% | -71.0% | +48.5% | -21.3% |
| 1Y | -45.9% | +30.0% | -75.9% | -52.8% |
| 3Y | +117.4% | +29.0% | +88.4% | +53.4% |
| 5Y | -29.4% | +70.8% | -100.2% | -60.9% |
| All | -46.6% | +99.8% | -146.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling