-39.8%
COIN vs COR
+12.8%
-52.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -4.3% |
| 7D | +3.4% | +2.8% | +0.6% | +3.6% |
| 30D | +23.2% | +4.5% | +18.7% | +23.7% |
| 3M | +12.5% | +22.7% | -10.2% | +13.1% |
| 6M | -11.6% | -9.7% | -1.9% | -11.5% |
| YTD | -18.4% | -1.4% | -16.9% | -15.0% |
| 1Y | -39.8% | +13.9% | -53.7% | -37.4% |
| All | -39.8% | +12.8% | -52.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling