-47.5%
COIN vs QS
-87.9%
+40.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -10.6% | -5.0% | -5.6% | -8.7% |
| 30D | +16.0% | -18.3% | +34.2% | +26.7% |
| 3M | +11.9% | -26.0% | +37.9% | +25.2% |
| 6M | -12.3% | -24.0% | +11.7% | -4.5% |
| YTD | -23.8% | -50.3% | +26.5% | 0.0% |
| 1Y | -45.4% | -38.0% | -7.4% | -39.0% |
| 3Y | +109.9% | -24.6% | +134.5% | +50.9% |
| 5Y | -30.6% | -75.4% | +44.8% | -19.9% |
| All | -47.5% | -87.9% | +40.4% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling