-45.5%
COIN vs P
+361.6%
-407.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -4.0% |
| 7D | +1.2% | +7.8% | -6.6% | -2.7% |
| 30D | +16.5% | +12.3% | +4.2% | +6.7% |
| 3M | +10.4% | +37.1% | -26.7% | -11.9% |
| 6M | -9.3% | +66.1% | -75.3% | -37.6% |
| YTD | -20.9% | +50.9% | -71.8% | -42.5% |
| 1Y | -40.8% | +27.2% | -68.0% | -55.2% |
| 3Y | +118.0% | +158.7% | -40.7% | -11.0% |
| 5Y | -30.7% | +291.1% | -321.8% | -77.8% |
| All | -45.5% | +361.6% | -407.1% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling