-47.5%
COIN vs NOC
+67.3%
-114.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -10.6% | -1.8% | -8.8% | -10.6% |
| 30D | +16.0% | -9.4% | +25.4% | +15.7% |
| 3M | +11.9% | -3.8% | +15.7% | +11.6% |
| 6M | -12.3% | -28.8% | +16.4% | -13.0% |
| YTD | -23.8% | -7.9% | -15.9% | -23.9% |
| 1Y | -45.4% | -9.0% | -36.3% | -45.4% |
| 3Y | +109.9% | +29.1% | +80.8% | +109.2% |
| 5Y | -30.6% | +58.9% | -89.6% | -28.9% |
| All | -47.5% | +67.3% | -114.8% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling