-29.1%
COIN vs M
+19.4%
-48.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | +0.8% |
| 7D | -10.6% | -8.8% | -1.8% | -6.8% |
| 30D | +16.0% | -16.4% | +32.3% | +25.6% |
| 3M | +11.9% | -10.8% | +22.7% | +16.9% |
| 6M | -12.3% | +16.1% | -28.5% | -20.1% |
| YTD | -23.8% | -5.3% | -18.6% | -24.1% |
| 1Y | -45.4% | +24.9% | -70.2% | -52.9% |
| 3Y | +109.9% | +97.5% | +12.3% | +21.3% |
| All | -29.1% | +19.4% | -48.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling