-45.5%
COIN vs CP
+27.2%
-72.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | +1.2% | +2.4% | -1.2% | -0.7% |
| 30D | +16.5% | -0.5% | +17.0% | +17.4% |
| 3M | +10.4% | +1.4% | +9.0% | +8.4% |
| 6M | -9.3% | +10.3% | -19.6% | -18.0% |
| YTD | -20.9% | +24.3% | -45.2% | -36.7% |
| 1Y | -40.8% | +20.4% | -61.2% | -51.2% |
| 3Y | +118.0% | +21.8% | +96.2% | +76.0% |
| 5Y | -30.7% | +31.5% | -62.2% | -45.2% |
| All | -45.5% | +27.2% | -72.7% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling