-53.9%
COIN vs NET
+242.2%
-296.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.7% | +5.7% |
| 7D | -6.7% | -16.4% | +9.7% | +3.8% |
| 30D | -19.5% | -25.8% | +6.3% | -4.5% |
| 3M | +0.5% | -11.5% | +12.0% | +6.0% |
| 6M | -25.4% | +18.9% | -44.3% | -38.3% |
| YTD | -33.0% | +35.2% | -68.2% | -50.9% |
| 1Y | -50.7% | +14.5% | -65.2% | -59.7% |
| 3Y | +76.6% | +313.8% | -237.2% | -40.1% |
| 5Y | -56.0% | +32.6% | -88.6% | -79.4% |
| All | -53.9% | +242.2% | -296.1% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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