+117.4%
COIN vs QS
-24.6%
+142.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | -5.1% | -3.6% | -1.4% | -4.0% |
| 30D | +17.6% | -17.2% | +34.8% | +24.6% |
| 3M | +9.2% | -27.0% | +36.2% | +18.8% |
| 6M | -11.8% | -24.6% | +12.8% | -5.7% |
| YTD | -22.5% | -49.3% | +26.8% | -7.1% |
| 1Y | -45.9% | -40.3% | -5.6% | -39.4% |
| 3Y | +117.4% | -23.8% | +141.2% | +101.4% |
| All | +117.4% | -24.6% | +142.0% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling