-61.1%
COIN vs COMP
-41.5%
-19.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.0% |
| 7D | -5.3% | 0.0% | -5.3% | -5.4% |
| 30D | -26.2% | +16.6% | -42.7% | -31.1% |
| 3M | -17.1% | -23.5% | +6.5% | -8.6% |
| 6M | -36.7% | +25.7% | -62.5% | -44.7% |
| YTD | -43.6% | -3.4% | -40.1% | -46.8% |
| 1Y | -54.9% | +7.6% | -62.5% | -59.6% |
| 3Y | +37.8% | +423.6% | -385.8% | -52.6% |
| 5Y | -62.8% | -10.6% | -52.2% | -76.8% |
| All | -61.1% | -41.5% | -19.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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