-46.6%
COIN vs P
+348.1%
-394.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | -0.6% |
| 7D | -5.1% | -1.3% | -3.7% | -4.5% |
| 30D | +17.6% | -11.9% | +29.5% | +24.2% |
| 3M | +9.2% | +41.6% | -32.3% | -14.5% |
| 6M | -11.8% | +58.1% | -69.9% | -37.6% |
| YTD | -22.5% | +46.5% | -69.0% | -42.8% |
| 1Y | -45.9% | +19.1% | -65.0% | -57.4% |
| 3Y | +117.4% | +150.6% | -33.2% | -9.7% |
| 5Y | -29.4% | +271.8% | -301.2% | -76.9% |
| All | -46.6% | +348.1% | -394.7% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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