-42.5%
COIN vs PL
+67.9%
-110.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.2% |
| 7D | -5.1% | -9.2% | +4.1% | -1.9% |
| 30D | +17.6% | -32.9% | +50.4% | +34.0% |
| 3M | +9.2% | -51.9% | +61.1% | +37.3% |
| 6M | -11.8% | -35.3% | +23.6% | -6.3% |
| YTD | -22.5% | -16.6% | -5.9% | -25.8% |
| 1Y | -45.9% | +70.1% | -116.0% | -61.7% |
| 3Y | +117.4% | +479.2% | -361.8% | -31.1% |
| 5Y | -29.4% | +65.9% | -95.3% | -69.0% |
| All | -42.5% | +67.9% | -110.3% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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