-27.8%
COIN vs CB
+99.5%
-127.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | +17.6% | -1.2% | +18.8% | +17.7% |
| 3M | +9.2% | +3.8% | +5.5% | +8.8% |
| 6M | -11.8% | +5.8% | -17.5% | -12.4% |
| YTD | -22.5% | +9.4% | -31.9% | -23.8% |
| 1Y | -45.9% | +20.7% | -66.6% | -48.0% |
| 3Y | +117.4% | +70.1% | +47.3% | +79.3% |
| All | -27.8% | +99.5% | -127.3% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling