-50.7%
COIN vs CHRW
-10.6%
-40.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | -6.7% | +4.9% | -11.6% | -7.3% |
| 30D | -19.5% | -4.8% | -14.7% | -19.0% |
| 3M | +0.5% | -13.1% | +13.6% | +2.3% |
| 6M | -25.4% | -16.3% | -9.0% | -25.8% |
| YTD | -33.0% | -15.8% | -17.2% | -39.0% |
| 1Y | -50.7% | -11.1% | -39.6% | -58.6% |
| All | -50.7% | -10.6% | -40.1% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling