-50.7%
COIN vs CARR
-1.4%
-49.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.1% |
| 7D | -6.7% | -0.7% | -6.0% | -6.5% |
| 30D | -19.5% | +0.3% | -19.8% | -19.5% |
| 3M | +0.5% | -14.9% | +15.4% | +1.4% |
| 6M | -25.4% | -14.9% | -10.5% | -25.3% |
| YTD | -33.0% | +7.0% | -40.0% | -39.8% |
| 1Y | -50.7% | -1.8% | -48.9% | -52.6% |
| All | -50.7% | -1.4% | -49.3% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling