-46.6%
COIN vs CIEN
+521.8%
-568.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | -0.4% |
| 7D | -5.1% | +8.9% | -14.0% | -9.1% |
| 30D | +17.6% | -19.1% | +36.7% | +28.6% |
| 3M | +9.2% | -21.5% | +30.7% | +17.4% |
| 6M | -11.8% | +2.8% | -14.6% | -23.7% |
| YTD | -22.5% | +49.5% | -72.0% | -48.3% |
| 1Y | -45.9% | +163.8% | -209.7% | -75.5% |
| 3Y | +117.4% | +615.8% | -498.4% | -56.4% |
| 5Y | -29.4% | +548.4% | -577.8% | -84.0% |
| All | -46.6% | +521.8% | -568.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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