-30.6%
COIN vs P
+257.7%
-288.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | +0.3% |
| 7D | -10.6% | -4.1% | -6.5% | -8.6% |
| 30D | +16.0% | -14.0% | +29.9% | +24.3% |
| 3M | +11.9% | +41.4% | -29.5% | -13.3% |
| 6M | -12.3% | +54.2% | -66.5% | -38.0% |
| YTD | -23.8% | +40.4% | -64.2% | -43.1% |
| 1Y | -45.4% | +16.0% | -61.3% | -56.9% |
| 3Y | +109.9% | +140.7% | -30.8% | -16.9% |
| 5Y | -30.6% | +256.3% | -286.9% | -78.6% |
| All | -30.6% | +257.7% | -288.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling