-39.8%
COIN vs NEM
+73.9%
-113.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.4% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +23.2% | +23.1% | +0.1% | +14.0% |
| 3M | +12.5% | +18.5% | -6.0% | +5.0% |
| 6M | -11.6% | +7.8% | -19.4% | -15.7% |
| YTD | -18.4% | +29.1% | -47.5% | -23.7% |
| 1Y | -39.8% | +72.7% | -112.5% | -37.9% |
| All | -39.8% | +73.9% | -113.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling