+117.4%
COIN vs JBL
+195.4%
-78.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | -0.9% |
| 7D | -5.1% | +2.4% | -7.5% | -6.3% |
| 30D | +17.6% | -13.1% | +30.7% | +26.0% |
| 3M | +9.2% | -15.6% | +24.8% | +17.0% |
| 6M | -11.8% | +24.6% | -36.3% | -26.0% |
| YTD | -22.5% | +39.6% | -62.1% | -39.4% |
| 1Y | -45.9% | +48.6% | -94.5% | -59.5% |
| 3Y | +117.4% | +197.3% | -79.9% | +12.1% |
| All | +117.4% | +195.4% | -78.1% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling