-46.8%
COIN vs CBRE
+76.6%
-123.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -0.7% |
| 7D | -0.1% | -1.7% | +1.5% | +1.7% |
| 30D | +17.5% | -3.0% | +20.5% | +20.2% |
| 3M | +12.4% | +2.6% | +9.7% | +8.4% |
| 6M | -12.5% | +2.0% | -14.5% | -15.7% |
| YTD | -22.7% | -13.1% | -9.6% | -14.5% |
| 1Y | -45.2% | -13.8% | -31.4% | -39.4% |
| 3Y | +112.8% | +63.9% | +49.0% | +11.0% |
| 5Y | -31.9% | +42.3% | -74.2% | -60.1% |
| All | -46.8% | +76.6% | -123.3% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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