-46.6%
COIN vs CPRT
+1.8%
-48.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +4.5% |
| 7D | -5.1% | -11.2% | +6.1% | +7.7% |
| 30D | +17.6% | +3.3% | +14.3% | +12.6% |
| 3M | +9.2% | -3.6% | +12.8% | +10.3% |
| 6M | -11.8% | -15.8% | +4.0% | +3.8% |
| YTD | -22.5% | -23.5% | +1.0% | +1.0% |
| 1Y | -45.9% | -38.8% | -7.1% | -8.0% |
| 3Y | +117.4% | -33.4% | +150.8% | +209.8% |
| 5Y | -29.4% | -16.4% | -13.1% | -36.3% |
| All | -46.6% | +1.8% | -48.5% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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