-46.8%
COIN vs COP
+222.2%
-269.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | +17.5% | +11.7% | +5.8% | +14.4% |
| 3M | +12.4% | +17.7% | -5.3% | +7.5% |
| 6M | -12.5% | +18.3% | -30.9% | -17.2% |
| YTD | -22.7% | +49.1% | -71.8% | -31.8% |
| 1Y | -45.2% | +53.3% | -98.5% | -52.2% |
| 3Y | +112.8% | +22.2% | +90.7% | +93.8% |
| 5Y | -31.9% | +193.3% | -225.2% | -44.1% |
| All | -46.8% | +222.2% | -269.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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