-43.8%
COIN vs CSGP
-66.0%
+22.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -2.5% |
| 7D | +3.4% | -4.1% | +7.4% | +6.4% |
| 30D | +23.2% | +2.3% | +20.9% | +20.1% |
| 3M | +12.5% | -8.2% | +20.7% | +16.3% |
| 6M | -11.6% | -35.1% | +23.4% | +17.3% |
| YTD | -18.4% | -54.0% | +35.7% | +37.7% |
| 1Y | -39.8% | -65.3% | +25.5% | +26.6% |
| 3Y | +136.7% | -62.6% | +199.3% | +336.6% |
| 5Y | -33.7% | -64.8% | +31.1% | +11.0% |
| All | -43.8% | -66.0% | +22.3% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling