-45.5%
COIN vs CASY
+247.2%
-292.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -1.9% |
| 7D | +1.2% | -4.4% | +5.6% | +3.1% |
| 30D | +16.5% | -12.0% | +28.5% | +22.3% |
| 3M | +10.4% | -2.3% | +12.7% | +7.7% |
| 6M | -9.3% | +10.5% | -19.8% | -17.6% |
| YTD | -20.9% | +33.0% | -53.9% | -35.5% |
| 1Y | -40.8% | +41.1% | -81.9% | -53.7% |
| 3Y | +118.0% | +207.5% | -89.5% | +6.0% |
| 5Y | -30.7% | +290.7% | -321.4% | -71.9% |
| All | -45.5% | +247.2% | -292.7% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling