-46.8%
COIN vs EW
-0.2%
-46.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -1.9% |
| 7D | -0.1% | -5.1% | +5.0% | +3.8% |
| 30D | +17.5% | -6.4% | +23.9% | +23.1% |
| 3M | +12.4% | -1.6% | +13.9% | +12.7% |
| 6M | -12.5% | +2.3% | -14.8% | -15.4% |
| YTD | -22.7% | +1.1% | -23.8% | -24.9% |
| 1Y | -45.2% | +8.0% | -53.2% | -49.9% |
| 3Y | +112.8% | +16.3% | +96.5% | +58.0% |
| 5Y | -31.9% | -29.4% | -2.5% | -22.0% |
| All | -46.8% | -0.2% | -46.6% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling