-27.8%
COIN vs COR
+180.1%
-207.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -5.1% | -2.8% | -2.2% | -4.9% |
| 30D | +17.6% | +2.6% | +15.0% | +17.4% |
| 3M | +9.2% | +14.5% | -5.2% | +7.9% |
| 6M | -11.8% | -7.8% | -4.0% | -11.1% |
| YTD | -22.5% | -4.2% | -18.3% | -22.0% |
| 1Y | -45.9% | +7.0% | -52.9% | -46.4% |
| 3Y | +117.4% | +85.5% | +31.9% | +75.9% |
| All | -27.8% | +180.1% | -207.9% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling