-58.5%
COIN vs CSGP
-66.7%
+8.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | -10.1% | -7.1% | -3.0% | -5.9% |
| 30D | -24.5% | +3.6% | -28.1% | -28.6% |
| 3M | -8.3% | -2.7% | -5.6% | -10.8% |
| 6M | -37.1% | -8.0% | -29.0% | -37.9% |
| YTD | -39.7% | -55.0% | +15.2% | -0.8% |
| 1Y | -55.2% | -55.8% | +0.6% | -25.3% |
| 3Y | +46.7% | -62.0% | +108.6% | +155.4% |
| 5Y | -59.5% | -62.9% | +3.4% | -34.9% |
| All | -58.5% | -66.7% | +8.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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