-27.8%
COIN vs NYT
+38.8%
-66.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.4% |
| 7D | -5.1% | -0.6% | -4.5% | -4.7% |
| 30D | +17.6% | +4.6% | +13.0% | +13.5% |
| 3M | +9.2% | -9.6% | +18.8% | +15.3% |
| 6M | -11.8% | -14.0% | +2.2% | -5.1% |
| YTD | -22.5% | -2.8% | -19.7% | -25.0% |
| 1Y | -45.9% | +15.6% | -61.5% | -55.4% |
| 3Y | +117.4% | +56.3% | +61.1% | +26.9% |
| All | -27.8% | +38.8% | -66.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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