-27.8%
COIN vs COST
+104.4%
-132.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.5% |
| 7D | -5.1% | -1.2% | -3.9% | -4.0% |
| 30D | +17.6% | -4.7% | +22.3% | +22.4% |
| 3M | +9.2% | -7.1% | +16.4% | +15.8% |
| 6M | -11.8% | -8.5% | -3.2% | -6.8% |
| YTD | -22.5% | +5.4% | -27.9% | -30.7% |
| 1Y | -45.9% | -5.6% | -40.3% | -45.9% |
| 3Y | +117.4% | +68.5% | +48.9% | -3.4% |
| All | -27.8% | +104.4% | -132.2% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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