-40.8%
COIN vs PATH
-76.8%
+36.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -16.6% | +12.4% | +6.1% |
| 7D | +3.4% | -16.3% | +19.7% | +14.4% |
| 30D | +23.2% | +9.9% | +13.3% | +14.6% |
| 3M | +12.5% | +30.2% | -17.7% | -7.0% |
| 6M | -11.6% | +37.2% | -48.8% | -31.7% |
| YTD | -18.4% | -7.3% | -11.0% | -20.5% |
| 1Y | -39.8% | +40.0% | -79.8% | -59.4% |
| 3Y | +136.7% | -4.4% | +141.2% | +84.4% |
| 5Y | -33.7% | -76.0% | +42.3% | -14.5% |
| All | -40.8% | -76.8% | +36.0% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling