+123.6%
COIN vs CART
+11.0%
+112.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -1.2% |
| 7D | -0.1% | -9.5% | +9.4% | +3.9% |
| 30D | +17.5% | -7.8% | +25.3% | +21.2% |
| 3M | +12.4% | +10.4% | +1.9% | +7.1% |
| 6M | -12.5% | +20.1% | -32.6% | -20.2% |
| YTD | -22.7% | +3.7% | -26.4% | -25.6% |
| 1Y | -45.2% | +2.6% | -47.8% | -47.7% |
| All | +123.6% | +11.0% | +112.6% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling