-47.5%
COIN vs CPB
-47.4%
-0.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -2.5% |
| 7D | -10.6% | -5.4% | -5.2% | -11.9% |
| 30D | +16.0% | -7.8% | +23.8% | +13.6% |
| 3M | +11.9% | -6.9% | +18.8% | +10.0% |
| 6M | -12.3% | -12.2% | -0.1% | -15.0% |
| YTD | -23.8% | -21.1% | -2.7% | -27.9% |
| 1Y | -45.4% | -33.5% | -11.9% | -50.5% |
| 3Y | +109.9% | -43.2% | +153.0% | +82.8% |
| 5Y | -30.6% | -40.9% | +10.3% | -37.0% |
| All | -47.5% | -47.4% | -0.2% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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