-43.8%
COIN vs CB
+128.5%
-172.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -4.1% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | +23.2% | -3.1% | +26.3% | +23.4% |
| 3M | +12.5% | +9.0% | +3.5% | +11.7% |
| 6M | -11.6% | +2.9% | -14.5% | -11.8% |
| YTD | -18.4% | +10.1% | -28.5% | -19.4% |
| 1Y | -39.8% | +22.8% | -62.6% | -41.7% |
| 3Y | +136.7% | +73.8% | +63.0% | +103.9% |
| 5Y | -33.7% | +99.2% | -132.9% | -44.1% |
| All | -43.8% | +128.5% | -172.3% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling