-27.8%
COIN vs CNP
+67.8%
-95.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -5.1% | -1.4% | -3.7% | -4.6% |
| 30D | +17.6% | -2.9% | +20.5% | +18.7% |
| 3M | +9.2% | -7.5% | +16.8% | +11.9% |
| 6M | -11.8% | -7.9% | -3.9% | -9.8% |
| YTD | -22.5% | +3.7% | -26.2% | -24.5% |
| 1Y | -45.9% | +4.6% | -50.5% | -47.6% |
| 3Y | +117.4% | +49.1% | +68.3% | +73.1% |
| All | -27.8% | +67.8% | -95.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling