-46.6%
COIN vs LYB
-12.7%
-33.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.2% |
| 7D | -5.1% | +0.3% | -5.3% | -5.2% |
| 30D | +17.6% | +2.5% | +15.1% | +16.0% |
| 3M | +9.2% | +1.4% | +7.9% | +7.1% |
| 6M | -11.8% | -3.5% | -8.3% | -15.5% |
| YTD | -22.5% | +52.0% | -74.5% | -44.6% |
| 1Y | -45.9% | +22.1% | -68.0% | -55.9% |
| 3Y | +117.4% | -22.8% | +140.2% | +133.3% |
| 5Y | -29.4% | -3.4% | -26.1% | -30.8% |
| All | -46.6% | -12.7% | -33.9% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling