-27.8%
COIN vs CSX
+67.7%
-95.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.4% |
| 3M | +9.2% | +3.6% | +5.6% | +3.8% |
| 6M | -11.8% | +22.0% | -33.8% | -31.3% |
| YTD | -22.5% | +36.3% | -58.8% | -47.2% |
| 1Y | -45.9% | +50.9% | -96.8% | -67.2% |
| 3Y | +117.4% | +69.2% | +48.2% | +11.8% |
| All | -27.8% | +67.7% | -95.6% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling