-46.8%
COIN vs M
+55.4%
-102.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -0.6% |
| 7D | -0.1% | -4.1% | +3.9% | +1.6% |
| 30D | +17.5% | -13.6% | +31.1% | +24.8% |
| 3M | +12.4% | -2.3% | +14.6% | +12.5% |
| 6M | -12.5% | +21.9% | -34.5% | -21.3% |
| YTD | -22.7% | -0.6% | -22.1% | -24.5% |
| 1Y | -45.2% | +29.7% | -74.9% | -52.8% |
| 3Y | +112.8% | +107.3% | +5.6% | +28.8% |
| 5Y | -31.9% | +20.5% | -52.3% | -44.6% |
| All | -46.8% | +55.4% | -102.2% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling