+113.7%
COIN vs CNH
+6.3%
+107.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.3% |
| 7D | -10.6% | -2.5% | -8.1% | -9.9% |
| 30D | +16.0% | +27.0% | -11.0% | +4.7% |
| 3M | +11.9% | +32.6% | -20.7% | -1.6% |
| 6M | -12.3% | +23.6% | -35.9% | -21.9% |
| YTD | -23.8% | +47.8% | -71.7% | -39.3% |
| 1Y | -45.4% | +21.3% | -66.6% | -51.4% |
| All | +113.7% | +6.3% | +107.4% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling