-27.8%
COIN vs EW
-30.6%
+2.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +3.9% |
| 7D | -5.1% | -6.2% | +1.1% | -0.3% |
| 30D | +17.6% | -9.3% | +26.9% | +26.5% |
| 3M | +9.2% | -1.6% | +10.9% | +9.5% |
| 6M | -11.8% | -0.8% | -10.9% | -12.8% |
| YTD | -22.5% | -1.0% | -21.5% | -23.7% |
| 1Y | -45.9% | +8.2% | -54.1% | -51.1% |
| 3Y | +117.4% | +12.7% | +104.7% | +61.2% |
| All | -27.8% | -30.6% | +2.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling