-27.8%
COIN vs COPX
+163.4%
-191.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -2.3% | -2.7% | -3.9% |
| 30D | +17.6% | +0.3% | +17.3% | +17.3% |
| 3M | +9.2% | +6.8% | +2.4% | +3.2% |
| 6M | -11.8% | +7.9% | -19.7% | -19.3% |
| YTD | -22.5% | +23.7% | -46.2% | -38.3% |
| 1Y | -45.9% | +71.5% | -117.4% | -67.4% |
| 3Y | +117.4% | +149.1% | -31.7% | -10.9% |
| All | -27.8% | +163.4% | -191.2% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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