+117.4%
COIN vs CRS
+612.2%
-494.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.3% |
| 7D | -5.1% | -6.8% | +1.7% | -1.8% |
| 30D | +17.6% | -16.1% | +33.7% | +27.8% |
| 3M | +9.2% | -21.2% | +30.4% | +21.3% |
| 6M | -11.8% | +8.7% | -20.4% | -18.7% |
| YTD | -22.5% | +41.0% | -63.5% | -38.7% |
| 1Y | -45.9% | +82.7% | -128.6% | -64.0% |
| 3Y | +117.4% | +604.8% | -487.4% | -30.5% |
| All | +117.4% | +612.2% | -494.9% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling