-46.6%
COIN vs CTAS
+138.6%
-185.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.4% |
| 7D | -5.1% | +0.5% | -5.6% | -5.5% |
| 30D | +17.6% | -0.7% | +18.3% | +18.2% |
| 3M | +9.2% | +11.1% | -1.8% | -2.1% |
| 6M | -11.8% | +2.1% | -13.9% | -15.2% |
| YTD | -22.5% | +8.0% | -30.5% | -30.2% |
| 1Y | -45.9% | -0.5% | -45.4% | -47.4% |
| 3Y | +117.4% | +66.2% | +51.2% | +7.5% |
| 5Y | -29.4% | +109.2% | -138.6% | -73.9% |
| All | -46.6% | +138.6% | -185.2% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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