+124.3%
COIN vs CART
+16.0%
+108.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +0.5% |
| 7D | -5.1% | -4.6% | -0.5% | -3.3% |
| 30D | +17.6% | +0.6% | +17.0% | +17.2% |
| 3M | +9.2% | +16.3% | -7.1% | +1.9% |
| 6M | -11.8% | +32.1% | -43.9% | -22.5% |
| YTD | -22.5% | +8.3% | -30.8% | -26.7% |
| 1Y | -45.9% | +6.1% | -52.0% | -49.0% |
| All | +124.3% | +16.0% | +108.3% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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