-46.6%
COIN vs CSX
+61.2%
-107.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -5.1% | -0.9% | -4.1% | -4.2% |
| 30D | +17.6% | -2.0% | +19.6% | +20.2% |
| 3M | +9.2% | +3.6% | +5.6% | +4.1% |
| 6M | -11.8% | +22.0% | -33.8% | -30.3% |
| YTD | -22.5% | +36.3% | -58.8% | -46.0% |
| 1Y | -45.9% | +50.9% | -96.8% | -66.2% |
| 3Y | +117.4% | +69.2% | +48.2% | +17.7% |
| 5Y | -29.4% | +69.2% | -98.7% | -57.9% |
| All | -46.6% | +61.2% | -107.9% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling