-46.6%
COIN vs CASY
+191.4%
-238.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.7% | +2.5% |
| 7D | -5.1% | -18.6% | +13.5% | +2.6% |
| 30D | +17.6% | -26.6% | +44.2% | +32.2% |
| 3M | +9.2% | -32.8% | +42.0% | +26.8% |
| 6M | -11.8% | -10.0% | -1.7% | -12.9% |
| YTD | -22.5% | +11.6% | -34.1% | -32.5% |
| 1Y | -45.9% | +11.5% | -57.4% | -53.2% |
| 3Y | +117.4% | +160.7% | -43.3% | +12.2% |
| 5Y | -29.4% | +232.4% | -261.8% | -69.4% |
| All | -46.6% | +191.4% | -238.0% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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