-46.6%
COIN vs QS
-87.7%
+41.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.9% |
| 7D | -5.1% | -3.6% | -1.4% | -3.6% |
| 30D | +17.6% | -17.2% | +34.8% | +27.8% |
| 3M | +9.2% | -27.0% | +36.2% | +23.0% |
| 6M | -11.8% | -24.6% | +12.8% | -3.5% |
| YTD | -22.5% | -49.3% | +26.8% | +0.9% |
| 1Y | -45.9% | -40.3% | -5.6% | -38.4% |
| 3Y | +117.4% | -23.8% | +141.2% | +55.9% |
| 5Y | -29.4% | -75.0% | +45.5% | -19.2% |
| All | -46.6% | -87.7% | +41.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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