-43.8%
COIN vs CSX
+62.8%
-106.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.0% | -5.0% |
| 7D | +3.4% | -3.4% | +6.7% | +6.9% |
| 30D | +23.2% | -3.1% | +26.3% | +27.3% |
| 3M | +12.5% | +7.2% | +5.3% | +3.5% |
| 6M | -11.6% | +16.2% | -27.8% | -26.4% |
| YTD | -18.4% | +37.5% | -55.9% | -43.6% |
| 1Y | -39.8% | +53.2% | -93.0% | -63.0% |
| 3Y | +136.7% | +68.2% | +68.5% | +29.0% |
| 5Y | -33.7% | +65.2% | -98.9% | -60.7% |
| All | -43.8% | +62.8% | -106.5% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling