-29.1%
COIN vs COO
-52.2%
+23.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.7% | +13.3% | +9.8% |
| 7D | -10.6% | -23.3% | +12.7% | +8.3% |
| 30D | +16.0% | -29.5% | +45.4% | +49.9% |
| 3M | +11.9% | -20.0% | +31.9% | +28.8% |
| 6M | -12.3% | -27.2% | +14.9% | +8.4% |
| YTD | -23.8% | -33.9% | +10.1% | +2.6% |
| 1Y | -45.4% | -19.9% | -25.4% | -38.9% |
| 3Y | +109.9% | -38.1% | +148.0% | +160.2% |
| All | -29.1% | -52.2% | +23.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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