-45.5%
COIN vs CAPR
+116.2%
-161.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -3.0% |
| 7D | +1.2% | -9.5% | +10.7% | +1.5% |
| 30D | +16.5% | +121.5% | -105.0% | +12.6% |
| 3M | +10.4% | -65.4% | +75.7% | +11.7% |
| 6M | -9.3% | -67.5% | +58.3% | -8.0% |
| YTD | -20.9% | -68.6% | +47.7% | -19.9% |
| 1Y | -40.8% | +42.7% | -83.5% | -48.6% |
| 3Y | +118.0% | +43.4% | +74.6% | +52.6% |
| 5Y | -30.7% | +86.0% | -116.7% | -61.7% |
| All | -45.5% | +116.2% | -161.7% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling