-46.6%
COIN vs NOC
+67.3%
-113.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | +0.8% | -5.9% | -5.1% |
| 30D | +17.6% | -9.7% | +27.3% | +17.3% |
| 3M | +9.2% | -5.6% | +14.9% | +9.0% |
| 6M | -11.8% | -28.6% | +16.8% | -12.5% |
| YTD | -22.5% | -7.9% | -14.6% | -22.6% |
| 1Y | -45.9% | -9.5% | -36.4% | -46.0% |
| 3Y | +117.4% | +28.4% | +89.0% | +116.8% |
| 5Y | -29.4% | +59.0% | -88.4% | -27.7% |
| All | -46.6% | +67.3% | -113.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling