-45.5%
COIN vs CDW
-12.2%
-33.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | +0.7% |
| 7D | +1.2% | -3.9% | +5.1% | +4.3% |
| 30D | +16.5% | +6.9% | +9.6% | +11.2% |
| 3M | +10.4% | +7.7% | +2.7% | +1.1% |
| 6M | -9.3% | +18.3% | -27.6% | -28.7% |
| YTD | -20.9% | +7.8% | -28.6% | -33.2% |
| 1Y | -40.8% | -12.2% | -28.6% | -38.7% |
| 3Y | +118.0% | -28.9% | +146.9% | +170.0% |
| 5Y | -30.7% | -22.8% | -7.9% | -28.2% |
| All | -45.5% | -12.2% | -33.3% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling