-47.5%
COIN vs NTAP
+177.5%
-225.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | -10.6% | -1.0% | -9.6% | -10.0% |
| 30D | +16.0% | -7.5% | +23.4% | +22.0% |
| 3M | +11.9% | +14.6% | -2.7% | -2.2% |
| 6M | -12.3% | +91.0% | -103.3% | -53.9% |
| YTD | -23.8% | +73.7% | -97.5% | -56.5% |
| 1Y | -45.4% | +51.2% | -96.6% | -64.5% |
| 3Y | +109.9% | +146.1% | -36.3% | -23.7% |
| 5Y | -30.6% | +122.8% | -153.5% | -74.4% |
| All | -47.5% | +177.5% | -225.0% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling