-45.9%
COIN vs NTRS
+51.4%
-97.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +0.9% |
| 7D | -5.1% | +1.4% | -6.5% | -6.1% |
| 30D | +17.6% | -0.7% | +18.2% | +17.9% |
| 3M | +9.2% | +11.3% | -2.1% | -0.6% |
| 6M | -11.8% | +35.5% | -47.3% | -37.6% |
| YTD | -22.5% | +40.6% | -63.1% | -46.7% |
| 1Y | -45.9% | +49.2% | -95.1% | -65.2% |
| All | -45.9% | +51.4% | -97.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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