-43.8%
COIN vs COMP
-36.3%
-7.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.4% |
| 7D | +3.4% | +1.4% | +2.0% | +2.8% |
| 30D | +23.2% | -13.3% | +36.5% | +30.2% |
| 3M | +12.5% | +41.1% | -28.6% | -4.4% |
| 6M | -11.6% | +17.2% | -28.8% | -21.6% |
| YTD | -18.4% | +5.2% | -23.6% | -25.0% |
| 1Y | -39.8% | +18.9% | -58.7% | -48.5% |
| 3Y | +136.7% | +215.9% | -79.2% | +5.4% |
| 5Y | -33.7% | -31.2% | -2.5% | -57.5% |
| All | -43.8% | -36.3% | -7.4% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling