-46.6%
COIN vs NI
+101.5%
-148.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +17.6% | -1.4% | +19.0% | +18.2% |
| 3M | +9.2% | -10.6% | +19.8% | +14.5% |
| 6M | -11.8% | -9.3% | -2.4% | -8.4% |
| YTD | -22.5% | +1.1% | -23.6% | -23.5% |
| 1Y | -45.9% | +3.4% | -49.3% | -47.1% |
| 3Y | +117.4% | +67.9% | +49.5% | +67.0% |
| 5Y | -29.4% | +98.0% | -127.4% | -46.2% |
| All | -46.6% | +101.5% | -148.1% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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