-44.0%
COIN vs PATH
-79.3%
+35.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.8% | -0.4% |
| 7D | -0.1% | -24.6% | +24.4% | +17.5% |
| 30D | +17.5% | -13.0% | +30.5% | +26.4% |
| 3M | +12.4% | +26.2% | -13.9% | -5.7% |
| 6M | -12.5% | +13.4% | -25.9% | -23.8% |
| YTD | -22.7% | -17.2% | -5.5% | -19.5% |
| 1Y | -45.2% | +14.0% | -59.2% | -57.7% |
| 3Y | +112.8% | -26.6% | +139.4% | +99.9% |
| 5Y | -31.9% | -75.1% | +43.2% | -8.0% |
| All | -44.0% | -79.3% | +35.3% | -23.4% |
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