-30.7%
COIN vs CSGP
-65.4%
+34.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -1.8% |
| 7D | +1.2% | -5.1% | +6.3% | +5.2% |
| 30D | +16.5% | +0.3% | +16.2% | +15.0% |
| 3M | +10.4% | -9.1% | +19.5% | +15.1% |
| 6M | -9.3% | -37.3% | +28.0% | +25.0% |
| YTD | -20.9% | -54.9% | +34.0% | +38.0% |
| 1Y | -40.8% | -65.5% | +24.8% | +29.0% |
| 3Y | +118.0% | -63.3% | +181.2% | +315.1% |
| 5Y | -30.7% | -65.8% | +35.1% | +23.3% |
| All | -30.7% | -65.4% | +34.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling