-39.8%
COIN vs JBL
+52.3%
-92.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.8% |
| 7D | +3.4% | +3.0% | +0.3% | +2.2% |
| 30D | +23.2% | -8.3% | +31.4% | +26.7% |
| 3M | +12.5% | -16.9% | +29.4% | +19.0% |
| 6M | -11.6% | +21.8% | -33.4% | -25.3% |
| YTD | -18.4% | +36.3% | -54.7% | -34.5% |
| 1Y | -39.8% | +49.5% | -89.3% | -54.4% |
| All | -39.8% | +52.3% | -92.2% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling