-45.9%
COIN vs CB
+23.0%
-68.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.8% |
| 7D | -5.1% | -0.7% | -4.4% | -5.4% |
| 30D | +17.6% | -1.2% | +18.8% | +16.9% |
| 3M | +9.2% | +3.8% | +5.5% | +13.2% |
| 6M | -11.8% | +5.8% | -17.5% | -6.2% |
| YTD | -22.5% | +9.4% | -31.9% | -16.3% |
| 1Y | -45.9% | +20.7% | -66.6% | -36.8% |
| All | -45.9% | +23.0% | -68.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling