-27.8%
COIN vs CTVA
+102.9%
-130.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | -5.1% | -4.5% | -0.6% | -2.7% |
| 30D | +17.6% | +11.3% | +6.3% | +10.5% |
| 3M | +9.2% | +12.3% | -3.1% | +1.4% |
| 6M | -11.8% | +7.2% | -18.9% | -16.4% |
| YTD | -22.5% | +26.0% | -48.5% | -33.4% |
| 1Y | -45.9% | +16.0% | -61.9% | -51.5% |
| 3Y | +117.4% | +73.9% | +43.5% | +52.3% |
| All | -27.8% | +102.9% | -130.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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