-46.6%
COIN vs CRH
+111.8%
-158.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.8% |
| 7D | -5.1% | -6.1% | +1.0% | +0.7% |
| 30D | +17.6% | -9.3% | +26.9% | +28.6% |
| 3M | +9.2% | -15.2% | +24.4% | +26.2% |
| 6M | -11.8% | -14.2% | +2.4% | -2.0% |
| YTD | -22.5% | -28.3% | +5.8% | +2.6% |
| 1Y | -45.9% | -21.8% | -24.1% | -35.1% |
| 3Y | +117.4% | +71.6% | +45.8% | +4.6% |
| 5Y | -29.4% | +96.6% | -126.0% | -73.3% |
| All | -46.6% | +111.8% | -158.4% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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