-46.6%
COIN vs CMCSA
-40.6%
-6.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.1% | -4.9% | -0.2% | -2.1% |
| 30D | +17.6% | -1.1% | +18.7% | +17.7% |
| 3M | +9.2% | +6.6% | +2.7% | +2.6% |
| 6M | -11.8% | -15.5% | +3.7% | -4.2% |
| YTD | -22.5% | -6.7% | -15.8% | -23.2% |
| 1Y | -45.9% | -15.6% | -30.3% | -42.2% |
| 3Y | +117.4% | -33.7% | +151.1% | +180.8% |
| 5Y | -29.4% | -46.6% | +17.2% | -10.8% |
| All | -46.6% | -40.6% | -6.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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