-45.5%
COIN vs CSX
+61.4%
-106.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.3% |
| 7D | +1.2% | +0.6% | +0.6% | +0.6% |
| 30D | +16.5% | -2.3% | +18.8% | +19.5% |
| 3M | +10.4% | +4.3% | +6.1% | +4.5% |
| 6M | -9.3% | +23.4% | -32.6% | -29.1% |
| YTD | -20.9% | +36.4% | -57.3% | -44.9% |
| 1Y | -40.8% | +53.0% | -93.8% | -63.5% |
| 3Y | +118.0% | +70.6% | +47.4% | +16.9% |
| 5Y | -30.7% | +65.5% | -96.2% | -58.6% |
| All | -45.5% | +61.4% | -106.9% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CSX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling