-29.1%
COIN vs CDW
-23.6%
-5.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -10.6% | -7.4% | -3.2% | -5.4% |
| 30D | +16.0% | +5.8% | +10.1% | +11.4% |
| 3M | +11.9% | +10.8% | +1.1% | -0.1% |
| 6M | -12.3% | +21.5% | -33.8% | -33.4% |
| YTD | -23.8% | +6.4% | -30.2% | -35.3% |
| 1Y | -45.4% | -14.8% | -30.6% | -41.7% |
| 3Y | +109.9% | -29.9% | +139.7% | +163.2% |
| All | -29.1% | -23.6% | -5.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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