-46.6%
COIN vs CHTR
-76.5%
+29.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.1% |
| 7D | -5.1% | -4.1% | -1.0% | -3.5% |
| 30D | +17.6% | -3.0% | +20.6% | +17.7% |
| 3M | +9.2% | +4.8% | +4.5% | +3.6% |
| 6M | -11.8% | -35.0% | +23.3% | +1.8% |
| YTD | -22.5% | -30.2% | +7.7% | -15.5% |
| 1Y | -45.9% | -44.8% | -1.1% | -32.6% |
| 3Y | +117.4% | -66.6% | +183.9% | +254.6% |
| 5Y | -29.4% | -81.5% | +52.1% | +49.8% |
| All | -46.6% | -76.5% | +29.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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