-27.8%
COIN vs CP
+34.9%
-62.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | -5.1% | -2.6% | -2.5% | -2.8% |
| 30D | +17.6% | -3.7% | +21.3% | +22.0% |
| 3M | +9.2% | +0.1% | +9.1% | +8.4% |
| 6M | -11.8% | +7.8% | -19.6% | -19.3% |
| YTD | -22.5% | +21.7% | -44.2% | -38.0% |
| 1Y | -45.9% | +18.6% | -64.5% | -55.5% |
| 3Y | +117.4% | +17.5% | +99.8% | +77.2% |
| All | -27.8% | +34.9% | -62.7% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling