-46.6%
COIN vs JBL
+505.6%
-552.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | -1.9% |
| 7D | -5.1% | +2.4% | -7.5% | -6.8% |
| 30D | +17.6% | -13.1% | +30.7% | +29.1% |
| 3M | +9.2% | -15.6% | +24.8% | +19.6% |
| 6M | -11.8% | +24.6% | -36.3% | -30.6% |
| YTD | -22.5% | +39.6% | -62.1% | -44.8% |
| 1Y | -45.9% | +48.6% | -94.5% | -63.9% |
| 3Y | +117.4% | +197.3% | -79.9% | -29.2% |
| 5Y | -29.4% | +413.0% | -442.4% | -87.9% |
| All | -46.6% | +505.6% | -552.2% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling