-47.5%
COIN vs NDAQ
+88.9%
-136.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | +1.6% |
| 7D | -10.6% | -6.8% | -3.8% | -2.2% |
| 30D | +16.0% | -3.2% | +19.1% | +21.2% |
| 3M | +11.9% | +6.5% | +5.4% | +1.8% |
| 6M | -12.3% | +5.7% | -18.1% | -20.0% |
| YTD | -23.8% | -4.6% | -19.2% | -20.5% |
| 1Y | -45.4% | -1.6% | -43.8% | -46.0% |
| 3Y | +109.9% | +86.4% | +23.4% | -17.2% |
| 5Y | -30.6% | +50.3% | -80.9% | -66.5% |
| All | -47.5% | +88.9% | -136.4% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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