-46.6%
COIN vs CP
+24.5%
-71.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -5.1% | -2.6% | -2.5% | -3.0% |
| 30D | +17.6% | -3.7% | +21.3% | +21.7% |
| 3M | +9.2% | +0.1% | +9.1% | +8.5% |
| 6M | -11.8% | +7.8% | -19.6% | -18.7% |
| YTD | -22.5% | +21.7% | -44.2% | -36.9% |
| 1Y | -45.9% | +18.6% | -64.5% | -54.8% |
| 3Y | +117.4% | +17.5% | +99.8% | +81.2% |
| 5Y | -29.4% | +35.4% | -64.8% | -43.6% |
| All | -46.6% | +24.5% | -71.2% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling