-45.5%
COIN vs CNH
+13.5%
-59.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -0.2% |
| 7D | +1.2% | +8.8% | -7.6% | -3.7% |
| 30D | +16.5% | +24.7% | -8.2% | +2.5% |
| 3M | +10.4% | +27.3% | -17.0% | -5.3% |
| 6M | -9.3% | +23.2% | -32.4% | -22.6% |
| YTD | -20.9% | +48.9% | -69.8% | -41.0% |
| 1Y | -40.8% | +19.4% | -60.2% | -49.2% |
| 3Y | +118.0% | +7.8% | +110.2% | +93.0% |
| 5Y | -30.7% | +8.7% | -39.4% | -38.2% |
| All | -45.5% | +13.5% | -59.0% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling