-61.1%
COIN vs CSX
+71.5%
-132.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.7% |
| 7D | -5.3% | +6.0% | -11.2% | -10.4% |
| 30D | -26.2% | +7.8% | -34.0% | -31.7% |
| 3M | -17.1% | +4.1% | -21.2% | -20.7% |
| 6M | -36.7% | +17.9% | -54.7% | -47.9% |
| YTD | -43.6% | +44.9% | -88.4% | -63.3% |
| 1Y | -54.9% | +51.1% | -106.1% | -71.9% |
| 3Y | +37.8% | +78.3% | -40.5% | -29.6% |
| 5Y | -62.8% | +58.1% | -120.9% | -78.5% |
| All | -61.1% | +71.5% | -132.6% | -78.2% |
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