-27.8%
COIN vs CARR
+8.3%
-36.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.6% |
| 7D | -5.1% | -3.8% | -1.3% | -2.1% |
| 30D | +17.6% | -8.9% | +26.5% | +26.5% |
| 3M | +9.2% | -17.3% | +26.6% | +24.2% |
| 6M | -11.8% | -1.4% | -10.4% | -17.9% |
| YTD | -22.5% | +10.0% | -32.5% | -36.4% |
| 1Y | -45.9% | -6.4% | -39.5% | -48.1% |
| 3Y | +117.4% | +1.5% | +115.8% | +74.0% |
| All | -27.8% | +8.3% | -36.1% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling