-11.8%
COIN vs NSC
+9.2%
-20.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.5% |
| 7D | -5.1% | -2.8% | -2.3% | -5.7% |
| 30D | +17.6% | -4.5% | +22.1% | +16.4% |
| 3M | +9.2% | +3.5% | +5.7% | +9.9% |
| 6M | -11.8% | +8.5% | -20.3% | -12.5% |
| All | -11.8% | +9.2% | -20.9% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling