-46.8%
COIN vs CHRW
+73.8%
-120.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -0.1% | +4.1% | -4.2% | -1.7% |
| 30D | +17.5% | +1.9% | +15.6% | +16.4% |
| 3M | +12.4% | -21.2% | +33.5% | +21.7% |
| 6M | -12.5% | -16.7% | +4.1% | -8.7% |
| YTD | -22.7% | -5.4% | -17.4% | -24.6% |
| 1Y | -45.2% | +21.2% | -66.4% | -53.5% |
| 3Y | +112.8% | +86.5% | +26.4% | +33.8% |
| 5Y | -31.9% | +93.0% | -124.9% | -51.5% |
| All | -46.8% | +73.8% | -120.6% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling