-59.1%
COIN vs PATH
-79.7%
+20.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.1% |
| 7D | -5.3% | +2.1% | -7.4% | -6.5% |
| 30D | -26.2% | +1.6% | -27.8% | -26.8% |
| 3M | -17.1% | -20.4% | +3.4% | -5.4% |
| 6M | -36.7% | +40.1% | -76.9% | -51.2% |
| YTD | -43.6% | -19.0% | -24.5% | -40.3% |
| 1Y | -54.9% | -5.8% | -49.1% | -58.5% |
| 3Y | +37.8% | -22.9% | +60.7% | +25.7% |
| 5Y | -62.8% | -75.3% | +12.5% | -49.0% |
| All | -59.1% | -79.7% | +20.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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