-47.5%
COIN vs CSGP
-67.6%
+20.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -10.6% | -6.9% | -3.7% | -6.1% |
| 30D | +16.0% | -5.2% | +21.2% | +19.4% |
| 3M | +11.9% | -13.8% | +25.7% | +21.2% |
| 6M | -12.3% | -36.3% | +24.0% | +18.0% |
| YTD | -23.8% | -56.1% | +32.3% | +32.7% |
| 1Y | -45.4% | -65.8% | +20.5% | +15.7% |
| 3Y | +109.9% | -64.3% | +174.2% | +299.8% |
| 5Y | -30.6% | -67.3% | +36.7% | +20.3% |
| All | -47.5% | -67.6% | +20.1% | -10.0% |
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