-39.8%
COIN vs NSC
+20.4%
-60.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.1% |
| 7D | +3.4% | -5.5% | +8.9% | +2.7% |
| 30D | +23.2% | -3.2% | +26.4% | +22.6% |
| 3M | +12.5% | +7.7% | +4.8% | +13.0% |
| 6M | -11.6% | +4.5% | -16.1% | -12.2% |
| YTD | -18.4% | +15.6% | -33.9% | -19.6% |
| 1Y | -39.8% | +19.8% | -59.7% | -38.1% |
| All | -39.8% | +20.4% | -60.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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