+116.7%
COIN vs CSX
+67.5%
+49.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.3% |
| 7D | -0.1% | -0.6% | +0.4% | +0.4% |
| 30D | +17.5% | -3.2% | +20.7% | +21.2% |
| 3M | +12.4% | +2.6% | +9.8% | +8.6% |
| 6M | -12.5% | +19.8% | -32.4% | -28.4% |
| YTD | -22.7% | +34.7% | -57.4% | -44.2% |
| 1Y | -45.2% | +52.1% | -97.3% | -65.1% |
| All | +116.7% | +67.5% | +49.2% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling