-45.5%
COIN vs CPRT
+10.9%
-56.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | +0.5% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +16.5% | +9.9% | +6.6% | +4.6% |
| 3M | +10.4% | +5.6% | +4.7% | +1.0% |
| 6M | -9.3% | -13.6% | +4.4% | +4.6% |
| YTD | -20.9% | -16.7% | -4.1% | -5.7% |
| 1Y | -40.8% | -33.1% | -7.7% | -8.5% |
| 3Y | +118.0% | -27.1% | +145.0% | +181.0% |
| 5Y | -30.7% | -9.9% | -20.8% | -42.7% |
| All | -45.5% | +10.9% | -56.3% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling