-27.8%
COIN vs CASY
+229.6%
-257.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.7% | +2.5% |
| 7D | -5.1% | -18.6% | +13.5% | +3.0% |
| 30D | +17.6% | -26.6% | +44.2% | +32.9% |
| 3M | +9.2% | -32.8% | +42.0% | +27.7% |
| 6M | -11.8% | -10.0% | -1.7% | -13.1% |
| YTD | -22.5% | +11.6% | -34.1% | -33.2% |
| 1Y | -45.9% | +11.5% | -57.4% | -53.7% |
| 3Y | +117.4% | +160.7% | -43.3% | +5.3% |
| All | -27.8% | +229.6% | -257.4% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling