-46.6%
COIN vs CHRW
+76.5%
-123.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -5.1% | +3.5% | -8.6% | -6.4% |
| 30D | +17.6% | +4.6% | +13.0% | +15.2% |
| 3M | +9.2% | -19.7% | +29.0% | +17.5% |
| 6M | -11.8% | -12.4% | +0.6% | -9.9% |
| YTD | -22.5% | -3.9% | -18.6% | -24.8% |
| 1Y | -45.9% | +18.4% | -64.3% | -53.4% |
| 3Y | +117.4% | +88.8% | +28.5% | +36.1% |
| 5Y | -29.4% | +93.5% | -123.0% | -50.2% |
| All | -46.6% | +76.5% | -123.1% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling