-47.5%
COIN vs CTAS
+135.0%
-182.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -10.6% | -1.3% | -9.3% | -9.6% |
| 30D | +16.0% | -3.1% | +19.0% | +19.0% |
| 3M | +11.9% | +10.3% | +1.6% | +0.9% |
| 6M | -12.3% | +1.6% | -14.0% | -15.5% |
| YTD | -23.8% | +6.3% | -30.1% | -30.5% |
| 1Y | -45.4% | -0.5% | -44.9% | -47.1% |
| 3Y | +109.9% | +64.6% | +45.3% | +4.3% |
| 5Y | -30.6% | +106.0% | -136.6% | -74.0% |
| All | -47.5% | +135.0% | -182.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling