-46.6%
COIN vs NTAP
+201.2%
-247.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.8% | -4.6% |
| 7D | -5.1% | +7.4% | -12.5% | -10.3% |
| 30D | +17.6% | -1.4% | +19.0% | +17.7% |
| 3M | +9.2% | +24.6% | -15.3% | -10.6% |
| 6M | -11.8% | +105.9% | -117.7% | -56.2% |
| YTD | -22.5% | +88.5% | -111.0% | -58.5% |
| 1Y | -45.9% | +62.1% | -108.0% | -66.6% |
| 3Y | +117.4% | +169.1% | -51.7% | -26.5% |
| 5Y | -29.4% | +141.9% | -171.3% | -75.6% |
| All | -46.6% | +201.2% | -247.8% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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