-45.9%
COIN vs CNH
+22.0%
-67.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | -5.1% | -5.7% | +0.6% | -4.3% |
| 30D | +17.6% | +26.6% | -9.0% | +13.1% |
| 3M | +9.2% | +31.1% | -21.8% | +4.8% |
| 6M | -11.8% | +24.9% | -36.6% | -15.3% |
| YTD | -22.5% | +48.7% | -71.2% | -33.0% |
| 1Y | -45.9% | +22.2% | -68.1% | -44.1% |
| All | -45.9% | +22.0% | -67.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling