-46.6%
COIN vs EW
-2.3%
-44.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +3.8% |
| 7D | -5.1% | -6.2% | +1.1% | -0.6% |
| 30D | +17.6% | -9.3% | +26.9% | +26.1% |
| 3M | +9.2% | -1.6% | +10.9% | +9.5% |
| 6M | -11.8% | -0.8% | -10.9% | -12.7% |
| YTD | -22.5% | -1.0% | -21.5% | -23.6% |
| 1Y | -45.9% | +8.2% | -54.1% | -50.8% |
| 3Y | +117.4% | +12.7% | +104.7% | +65.8% |
| 5Y | -29.4% | -30.2% | +0.8% | -17.8% |
| All | -46.6% | -2.3% | -44.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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