-31.9%
COIN vs PL
+72.5%
-104.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.2% |
| 7D | -0.1% | -13.9% | +13.7% | +4.6% |
| 30D | +17.5% | -25.5% | +43.0% | +29.2% |
| 3M | +12.4% | -44.8% | +57.1% | +34.6% |
| 6M | -12.5% | -33.3% | +20.8% | -8.0% |
| YTD | -22.7% | -12.7% | -10.1% | -27.1% |
| 1Y | -45.2% | +90.9% | -136.1% | -62.8% |
| 3Y | +112.8% | +528.5% | -415.6% | -34.8% |
| 5Y | -31.9% | +72.7% | -104.6% | -69.9% |
| All | -31.9% | +72.5% | -104.4% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling