-27.8%
COIN vs NTAP
+140.4%
-168.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.8% | -4.8% |
| 7D | -5.1% | +7.4% | -12.5% | -10.5% |
| 30D | +17.6% | -1.4% | +19.0% | +17.7% |
| 3M | +9.2% | +24.6% | -15.3% | -11.3% |
| 6M | -11.8% | +105.9% | -117.7% | -57.6% |
| YTD | -22.5% | +88.5% | -111.0% | -59.6% |
| 1Y | -45.9% | +62.1% | -108.0% | -67.3% |
| 3Y | +117.4% | +169.1% | -51.7% | -32.4% |
| All | -27.8% | +140.4% | -168.2% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling