-12.3%
COIN vs COR
-10.6%
-1.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.5% |
| 7D | -10.6% | -4.8% | -5.8% | -11.1% |
| 30D | +16.0% | -3.7% | +19.6% | +15.8% |
| 3M | +11.9% | +14.3% | -2.4% | +12.6% |
| 6M | -12.3% | -8.5% | -3.9% | -10.8% |
| All | -12.3% | -10.6% | -1.7% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling